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 | 0.78% | 1.23 CHF | 1.24 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 44'714 CHF | 45'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'078 CHF | 43'428 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'206 CHF | 43'556 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 38'655 CHF | 38'955 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 46'225 CHF | 46'575 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 42'879 CHF | 43'229 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 39'231 CHF | 39'531 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'551 CHF | 43'851 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'535 CHF | 42'835 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'447 CHF | 46'747 CHF | 100.00% | 100.00% |