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 | 1.08% | 1.39 CHF | 1.41 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'044 CHF | 36'673 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 1.42 CHF | 1.44 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'924 CHF | 35'348 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 1.47 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'527 CHF | 38'231 CHF | 93.88% | 93.88% |
15.11.2024 | 0.97% | 1.59 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'522 CHF | 39'456 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 1.40 CHF | 1.41 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'748 CHF | 35'844 CHF | 99.22% | 99.22% |
13.11.2024 | 1.22% | 1.36 CHF | 1.38 CHF | 40'000 | 25'000 | 40'000 | 24'942 | 54'541 CHF | 34'427 CHF | 99.36% | 99.36% |
12.11.2024 | 1.00% | 1.38 CHF | 1.39 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'168 CHF | 38'612 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 1.64 CHF | 1.66 CHF | 40'000 | 25'000 | 39'810 | 25'000 | 64'837 CHF | 41'137 CHF | 100.00% | 100.00% |
08.11.2024 | 1.70% | 1.52 CHF | 1.55 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 18'624 CHF | 18'943 CHF | 86.95% | 86.95% |
07.11.2024 | 1.16% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'605 | 24'739 | 55'766 CHF | 34'466 CHF | 98.73% | 98.73% |