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 | 2.66% | 1.24 CHF | 1.27 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'699 CHF | 45'899 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 1.23 CHF | 1.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 52'187 CHF | 53'387 CHF | 100.00% | 100.00% |
18.11.2024 | 2.48% | 1.12 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'802 CHF | 49'002 CHF | 98.99% | 98.99% |
15.11.2024 | 2.69% | 1.26 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'199 CHF | 56'699 CHF | 100.00% | 100.00% |
14.11.2024 | 3.00% | 0.93 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'250 CHF | 50'750 CHF | 100.00% | 100.00% |
13.11.2024 | 2.87% | 1.05 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'500 CHF | 53'000 CHF | 99.87% | 99.87% |
12.11.2024 | 3.64% | 0.88 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'564 CHF | 50'364 CHF | 100.00% | 100.00% |
11.11.2024 | 3.81% | 0.73 CHF | 0.76 CHF | 50'000 | 50'000 | 49'976 | 49'976 | 38'733 CHF | 40'233 CHF | 100.00% | 100.00% |
08.11.2024 | 3.07% | 0.95 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 57'677 CHF | 59'477 CHF | 100.00% | 100.00% |
07.11.2024 | 3.09% | 0.92 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 57'483 CHF | 59'283 CHF | 99.67% | 99.67% |