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 | 1.32% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 43'097 | 25'000 | 53'683 CHF | 31'617 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 49'643 | 25'000 | 59'309 CHF | 30'269 CHF | 100.00% | 100.00% |
18.11.2024 | 1.20% | 1.27 CHF | 1.29 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'438 CHF | 33'169 CHF | 93.88% | 93.88% |
15.11.2024 | 1.13% | 1.38 CHF | 1.40 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'402 CHF | 34'390 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 48'513 | 25'000 | 58'890 CHF | 30'794 CHF | 99.22% | 99.22% |
13.11.2024 | 1.36% | 1.16 CHF | 1.18 CHF | 50'000 | 25'000 | 50'000 | 24'942 | 58'063 CHF | 29'362 CHF | 99.36% | 99.36% |
12.11.2024 | 1.22% | 1.17 CHF | 1.19 CHF | 50'000 | 25'000 | 41'401 | 25'000 | 54'760 CHF | 33'570 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 1.44 CHF | 1.45 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'095 CHF | 36'080 CHF | 100.00% | 100.00% |
08.11.2024 | 1.93% | 1.32 CHF | 1.34 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 16'100 CHF | 16'414 CHF | 86.95% | 86.95% |
07.11.2024 | 1.36% | 1.21 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 24'739 | 58'649 CHF | 29'450 CHF | 98.73% | 98.73% |