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 | 2.40% | 1.31 CHF | 1.34 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'572 CHF | 27'949 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 1.32 CHF | 1.35 CHF | 40'000 | 20'000 | 40'001 | 20'000 | 52'283 CHF | 26'824 CHF | 100.00% | 100.00% |
18.11.2024 | 2.94% | 1.32 CHF | 1.36 CHF | 40'000 | 20'000 | 40'000 | 17'243 | 52'120 CHF | 23'136 CHF | 100.00% | 100.00% |
15.11.2024 | 2.36% | 1.35 CHF | 1.39 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'772 CHF | 28'041 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 1.43 CHF | 1.46 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'200 CHF | 28'749 CHF | 99.22% | 99.22% |
13.11.2024 | 2.55% | 1.35 CHF | 1.38 CHF | 40'000 | 20'000 | 40'000 | 19'750 | 52'644 CHF | 26'668 CHF | 99.36% | 99.36% |
12.11.2024 | 2.44% | 1.34 CHF | 1.38 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'314 CHF | 28'341 CHF | 100.00% | 100.00% |
11.11.2024 | 2.27% | 1.43 CHF | 1.46 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'738 CHF | 30'555 CHF | 100.00% | 100.00% |
08.11.2024 | 2.31% | 1.43 CHF | 1.46 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'916 CHF | 29'124 CHF | 100.00% | 100.00% |
07.11.2024 | 2.36% | 1.39 CHF | 1.43 CHF | 40'000 | 20'000 | 40'000 | 19'349 | 56'048 CHF | 27'784 CHF | 98.73% | 98.73% |