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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.85% | 1.67 CHF | 1.69 CHF | 30'000 | 25'000 | 30'474 | 25'000 | 52'214 CHF | 43'225 CHF | 100.00% | 100.00% |
22.11.2024 | 1.02% | 1.71 CHF | 1.73 CHF | 30'000 | 25'000 | 33'183 | 25'000 | 55'769 CHF | 42'549 CHF | 100.00% | 100.00% |
20.11.2024 | 1.00% | 1.62 CHF | 1.63 CHF | 40'000 | 25'000 | 32'484 | 25'000 | 54'376 CHF | 42'344 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.65 CHF | 1.66 CHF | 40'000 | 25'000 | 39'401 | 25'000 | 63'945 CHF | 40'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.70 CHF | 1.72 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'177 CHF | 43'870 CHF | 93.88% | 93.88% |
15.11.2024 | 0.88% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'656 CHF | 45'110 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.62 CHF | 1.64 CHF | 40'000 | 25'000 | 38'227 | 25'000 | 62'792 CHF | 41'518 CHF | 99.22% | 99.22% |
13.11.2024 | 0.98% | 1.59 CHF | 1.61 CHF | 40'000 | 25'000 | 40'000 | 24'942 | 63'599 CHF | 40'049 CHF | 99.36% | 99.36% |
12.11.2024 | 0.97% | 1.60 CHF | 1.62 CHF | 40'000 | 25'000 | 31'393 | 25'000 | 54'887 CHF | 44'263 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'664 CHF | 46'769 CHF | 100.00% | 100.00% |