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 | 1.30% | 1.09 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'795 CHF | 29'275 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'080 CHF | 27'953 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 48'002 | 25'000 | 58'342 CHF | 30'829 CHF | 93.88% | 93.88% |
15.11.2024 | 1.18% | 1.29 CHF | 1.31 CHF | 40'000 | 25'000 | 41'916 | 25'000 | 53'054 CHF | 32'065 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 1.10 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'126 CHF | 28'468 CHF | 99.22% | 99.22% |
13.11.2024 | 1.47% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 24'942 | 53'397 CHF | 27'032 CHF | 99.36% | 99.36% |
12.11.2024 | 1.28% | 1.08 CHF | 1.10 CHF | 50'000 | 25'000 | 44'134 | 25'000 | 54'199 CHF | 31'230 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 1.34 CHF | 1.36 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'393 CHF | 33'722 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 1.22 CHF | 1.25 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'937 CHF | 15'249 CHF | 86.95% | 86.95% |
07.11.2024 | 1.45% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 50'820 | 24'739 | 54'811 CHF | 27'161 CHF | 98.73% | 98.73% |