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 | 1.50% | 1.06 CHF | 1.07 CHF | 50'000 | 25'000 | 50'506 | 25'000 | 52'287 CHF | 26'283 CHF | 100.00% | 100.00% |
19.11.2024 | 1.57% | 0.99 CHF | 1.01 CHF | 60'000 | 25'000 | 46'993 | 23'353 | 51'070 CHF | 26'024 CHF | 94.92% | 94.92% |
18.11.2024 | 1.21% | 1.29 CHF | 1.30 CHF | 40'000 | 25'000 | 40'553 | 25'000 | 51'186 CHF | 31'946 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 1.27 CHF | 1.29 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'368 CHF | 32'505 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 1.36 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'413 CHF | 33'790 CHF | 99.44% | 99.44% |
13.11.2024 | 1.30% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 42'463 | 24'964 | 54'147 CHF | 32'321 CHF | 98.88% | 98.88% |
12.11.2024 | 1.11% | 1.40 CHF | 1.42 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'875 CHF | 36'576 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 1.50 CHF | 1.51 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'751 CHF | 38'996 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 1.47 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'913 CHF | 36'595 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 1.43 CHF | 1.44 CHF | 40'000 | 25'000 | 40'000 | 24'741 | 59'173 CHF | 37'058 CHF | 99.06% | 99.06% |