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 | 0.91% | 1.08 CHF | 1.09 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 38'318 CHF | 38'668 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'109 CHF | 34'409 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 38'531 CHF | 38'831 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'630 CHF | 43'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'776 CHF | 40'126 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'898 CHF | 42'298 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'481 CHF | 36'831 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 41'409 CHF | 41'759 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'155 CHF | 31'405 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'639 CHF | 41'889 CHF | 100.00% | 100.00% |