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 | 2.04% | 1.50 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'430 CHF | 37'180 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 1.49 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'761 CHF | 38'477 CHF | 100.00% | 100.00% |
18.11.2024 | 1.92% | 1.45 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'615 CHF | 36'307 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 1.38 CHF | 1.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 40'717 CHF | 41'466 CHF | 100.00% | 100.00% |
14.11.2024 | 2.02% | 1.37 CHF | 1.40 CHF | 25'000 | 25'000 | 24'887 | 24'887 | 35'072 CHF | 35'781 CHF | 100.00% | 100.00% |
13.11.2024 | 1.91% | 1.43 CHF | 1.46 CHF | 30'000 | 30'000 | 29'926 | 29'926 | 42'341 CHF | 43'155 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 1.37 CHF | 1.39 CHF | 30'000 | 30'000 | 29'934 | 29'934 | 39'431 CHF | 40'180 CHF | 100.00% | 100.00% |
11.11.2024 | 2.28% | 1.22 CHF | 1.25 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'791 CHF | 37'639 CHF | 100.00% | 100.00% |
08.11.2024 | 1.86% | 1.34 CHF | 1.37 CHF | 30'000 | 30'000 | 29'929 | 29'929 | 40'667 CHF | 41'424 CHF | 100.00% | 100.00% |
07.11.2024 | 2.20% | 1.36 CHF | 1.39 CHF | 25'000 | 25'000 | 24'890 | 24'890 | 33'264 CHF | 33'997 CHF | 100.00% | 100.00% |