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 | 1.26% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 49'594 | 25'000 | 58'333 CHF | 29'801 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 1.13 CHF | 1.15 CHF | 50'000 | 25'000 | 40'122 | 23'353 | 49'143 CHF | 29'318 CHF | 94.92% | 94.92% |
18.11.2024 | 1.14% | 1.43 CHF | 1.44 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'140 CHF | 35'490 CHF | 100.00% | 100.00% |
15.11.2024 | 1.11% | 1.41 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'009 CHF | 36'026 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.50 CHF | 1.51 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'106 CHF | 37'308 CHF | 99.44% | 99.44% |
13.11.2024 | 1.17% | 1.46 CHF | 1.48 CHF | 40'000 | 25'000 | 40'000 | 24'964 | 56'759 CHF | 35'843 CHF | 98.88% | 98.88% |
12.11.2024 | 1.00% | 1.54 CHF | 1.56 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'521 CHF | 40'098 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.64 CHF | 1.65 CHF | 40'000 | 25'000 | 31'920 | 25'000 | 53'725 CHF | 42'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.61 CHF | 1.63 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'568 CHF | 40'121 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 1.57 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 24'741 | 64'824 CHF | 40'541 CHF | 99.06% | 99.06% |