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 | 1.25% | 1.29 CHF | 1.30 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'960 CHF | 34'148 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 1.32 CHF | 1.33 CHF | 40'000 | 25'000 | 40'013 | 25'000 | 51'876 CHF | 32'790 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 1.37 CHF | 1.39 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'495 CHF | 35'705 CHF | 93.88% | 93.88% |
15.11.2024 | 1.01% | 1.49 CHF | 1.50 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'493 CHF | 36'929 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'668 CHF | 33'313 CHF | 99.22% | 99.22% |
13.11.2024 | 1.23% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 42'105 | 24'942 | 53'108 CHF | 31'883 CHF | 99.36% | 99.36% |
12.11.2024 | 1.10% | 1.27 CHF | 1.29 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'108 CHF | 36'088 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 1.54 CHF | 1.55 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'120 CHF | 38'621 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 1.42 CHF | 1.44 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 17'362 CHF | 17'672 CHF | 86.95% | 86.95% |
07.11.2024 | 1.26% | 1.31 CHF | 1.33 CHF | 40'000 | 25'000 | 42'527 | 24'739 | 53'974 CHF | 31'958 CHF | 98.73% | 98.73% |