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 | 1.07% | 1.41 CHF | 1.42 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'722 CHF | 37'094 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 1.44 CHF | 1.45 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'610 CHF | 35'769 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 1.49 CHF | 1.51 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'173 CHF | 38'648 CHF | 93.88% | 93.88% |
15.11.2024 | 1.04% | 1.60 CHF | 1.62 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'162 CHF | 39'890 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'417 CHF | 36'294 CHF | 99.22% | 99.22% |
13.11.2024 | 1.15% | 1.38 CHF | 1.40 CHF | 40'000 | 25'000 | 40'000 | 24'942 | 55'250 CHF | 34'849 CHF | 99.36% | 99.36% |
12.11.2024 | 1.10% | 1.39 CHF | 1.41 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'780 CHF | 39'037 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.66 CHF | 1.67 CHF | 40'000 | 25'000 | 37'573 | 25'000 | 61'810 CHF | 41'562 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 1.54 CHF | 1.56 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 18'838 CHF | 19'156 CHF | 86.95% | 86.95% |
07.11.2024 | 1.15% | 1.43 CHF | 1.45 CHF | 40'000 | 25'000 | 40'483 | 24'739 | 56'316 CHF | 34'893 CHF | 98.73% | 98.73% |