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 | 1.85% | 1.20 CHF | 1.30 CHF | 50'000 | 25'000 | 40'000 | 25'000 | 52'601 CHF | 33'491 CHF | 14.13% | 100.00% |
19.11.2024 | 2.13% | 1.24 CHF | 1.27 CHF | 50'000 | 25'000 | 48'435 | 25'000 | 58'785 CHF | 31'040 CHF | 100.00% | 100.00% |
18.11.2024 | 2.16% | 1.32 CHF | 1.34 CHF | 40'000 | 20'000 | 40'000 | 17'778 | 54'505 CHF | 24'574 CHF | 93.88% | 93.88% |
15.11.2024 | 1.69% | 1.46 CHF | 1.48 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'124 CHF | 36'311 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 1.23 CHF | 1.26 CHF | 50'000 | 25'000 | 45'621 | 25'000 | 57'227 CHF | 32'073 CHF | 99.22% | 99.22% |
13.11.2024 | 2.12% | 1.20 CHF | 1.22 CHF | 50'000 | 25'000 | 49'758 | 24'774 | 59'544 CHF | 30'293 CHF | 99.36% | 99.36% |
12.11.2024 | 1.81% | 1.21 CHF | 1.24 CHF | 50'000 | 20'000 | 40'329 | 20'000 | 56'091 CHF | 28'350 CHF | 100.00% | 100.00% |
11.11.2024 | 1.67% | 1.53 CHF | 1.56 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'263 CHF | 31'148 CHF | 77.44% | 77.44% |
08.11.2024 | 2.59% | 1.36 CHF | 1.39 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 16'503 CHF | 16'935 CHF | 86.95% | 86.95% |
07.11.2024 | 2.12% | 1.23 CHF | 1.26 CHF | 50'000 | 25'000 | 48'031 | 24'218 | 56'975 CHF | 29'524 CHF | 98.73% | 98.73% |