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 | 1.14% | 1.31 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'760 CHF | 34'619 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 1.34 CHF | 1.35 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'661 CHF | 33'290 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 1.39 CHF | 1.41 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'238 CHF | 36'169 CHF | 93.88% | 93.88% |
15.11.2024 | 1.12% | 1.50 CHF | 1.52 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'220 CHF | 37'429 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 1.32 CHF | 1.33 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'468 CHF | 33'813 CHF | 99.22% | 99.22% |
13.11.2024 | 1.21% | 1.28 CHF | 1.30 CHF | 40'000 | 25'000 | 40'000 | 24'942 | 51'303 CHF | 32'382 CHF | 99.36% | 99.36% |
12.11.2024 | 1.12% | 1.29 CHF | 1.31 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'862 CHF | 36'570 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 1.56 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'910 CHF | 39'106 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 1.44 CHF | 1.46 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 17'607 CHF | 17'922 CHF | 86.95% | 86.95% |
07.11.2024 | 1.24% | 1.33 CHF | 1.35 CHF | 40'000 | 25'000 | 42'338 | 24'739 | 54'587 CHF | 32'453 CHF | 98.73% | 98.73% |