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 | 1.54% | 0.62 CHF | 0.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 25'866 CHF | 26'266 CHF | 100.00% | 100.00% |
19.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 25'080 CHF | 25'480 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'029 CHF | 26'429 CHF | 100.00% | 100.00% |
15.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 27'641 CHF | 28'041 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'853 CHF | 27'253 CHF | 100.00% | 100.00% |
13.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 25'317 CHF | 25'717 CHF | 100.00% | 100.00% |
12.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'059 CHF | 28'459 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 27'942 CHF | 28'342 CHF | 100.00% | 100.00% |
08.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'129 CHF | 26'529 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'880 CHF | 27'280 CHF | 100.00% | 100.00% |