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 | 0.67% | 1.54 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'600 CHF | 30'000 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'670 CHF | 31'035 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'584 CHF | 30'992 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'462 CHF | 29'931 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'381 CHF | 29'390 CHF | 99.44% | 99.44% |
13.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 40'000 | 20'000 | 40'000 | 19'804 | 62'697 CHF | 31'236 CHF | 98.88% | 98.88% |
12.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'362 CHF | 29'881 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'595 CHF | 26'997 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'289 CHF | 27'845 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 40'000 | 20'000 | 42'392 | 19'351 | 53'245 CHF | 24'507 CHF | 99.06% | 99.06% |