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 | 0.97% | 1.51 CHF | 1.52 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'679 CHF | 39'555 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 1.54 CHF | 1.55 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'556 CHF | 38'234 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.59 CHF | 1.61 CHF | 40'000 | 25'000 | 38'112 | 25'000 | 61'951 CHF | 41'120 CHF | 93.88% | 93.88% |
15.11.2024 | 0.96% | 1.70 CHF | 1.72 CHF | 30'000 | 25'000 | 32'386 | 25'000 | 54'267 CHF | 42'360 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.51 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'388 CHF | 38'768 CHF | 99.22% | 99.22% |
13.11.2024 | 1.05% | 1.48 CHF | 1.50 CHF | 40'000 | 25'000 | 40'000 | 24'942 | 59'199 CHF | 37'305 CHF | 99.36% | 99.36% |
12.11.2024 | 1.01% | 1.49 CHF | 1.51 CHF | 40'000 | 25'000 | 34'455 | 25'000 | 56'399 CHF | 41'503 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'354 CHF | 44'019 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 1.64 CHF | 1.66 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 20'071 CHF | 20'397 CHF | 86.95% | 86.95% |
07.11.2024 | 1.07% | 1.53 CHF | 1.55 CHF | 40'000 | 25'000 | 40'000 | 24'739 | 59'681 CHF | 37'342 CHF | 98.73% | 98.73% |