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 | 2.09% | 1.49 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'967 CHF | 31'637 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 1.50 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'651 CHF | 30'449 CHF | 100.00% | 100.00% |
18.11.2024 | 2.49% | 1.51 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 17'243 | 59'479 CHF | 26'279 CHF | 100.00% | 100.00% |
15.11.2024 | 2.13% | 1.54 CHF | 1.57 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'109 CHF | 31'722 CHF | 100.00% | 100.00% |
14.11.2024 | 2.08% | 1.61 CHF | 1.64 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'597 CHF | 32'468 CHF | 99.22% | 99.22% |
13.11.2024 | 2.21% | 1.54 CHF | 1.57 CHF | 40'000 | 20'000 | 40'000 | 19'750 | 59'966 CHF | 30'276 CHF | 99.36% | 99.36% |
12.11.2024 | 2.07% | 1.53 CHF | 1.56 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'698 CHF | 32'005 CHF | 100.00% | 100.00% |
11.11.2024 | 1.95% | 1.62 CHF | 1.65 CHF | 40'000 | 20'000 | 32'404 | 20'000 | 54'293 CHF | 34'270 CHF | 100.00% | 100.00% |
08.11.2024 | 2.05% | 1.62 CHF | 1.65 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 64'346 CHF | 32'839 CHF | 100.00% | 100.00% |
07.11.2024 | 2.10% | 1.58 CHF | 1.61 CHF | 40'000 | 20'000 | 40'000 | 19'349 | 63'409 CHF | 31'346 CHF | 98.73% | 98.73% |