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 | 0.61% | 1.69 CHF | 1.70 CHF | 30'000 | 20'000 | 37'597 | 20'000 | 61'386 CHF | 32'912 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 40'000 | 20'000 | 31'301 | 20'000 | 52'797 CHF | 33'960 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30'000 | 20'000 | 30'874 | 20'000 | 52'030 CHF | 33'921 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 30'000 | 20'000 | 38'818 | 20'000 | 63'331 CHF | 32'857 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 40'000 | 20'000 | 39'981 | 20'000 | 64'169 CHF | 32'300 CHF | 99.44% | 99.44% |
13.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 30'000 | 20'000 | 31'573 | 19'804 | 54'001 CHF | 34'134 CHF | 98.88% | 98.88% |
12.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 30'000 | 20'000 | 39'801 | 20'000 | 64'819 CHF | 32'776 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'452 CHF | 29'926 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'177 CHF | 30'788 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 56'102 CHF | 27'320 CHF | 99.06% | 99.06% |