Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'267 CHF | 35'712 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'877 CHF | 36'785 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'781 CHF | 36'721 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'214 CHF | 35'676 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 52'350 CHF | 35'100 CHF | 99.44% | 99.44% |
13.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30'000 | 20'000 | 30'000 | 19'804 | 55'612 CHF | 36'906 CHF | 98.88% | 98.88% |
12.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'111 CHF | 35'607 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 39'934 | 20'000 | 64'985 CHF | 32'747 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 30'000 | 20'000 | 34'247 | 20'000 | 57'034 CHF | 33'588 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 61'766 CHF | 30'059 CHF | 99.06% | 99.06% |