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 | 1.98% | 1.15 CHF | 1.18 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 35'751 CHF | 36'467 CHF | 100.00% | 100.00% |
19.11.2024 | 2.09% | 1.17 CHF | 1.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'389 CHF | 35'116 CHF | 100.00% | 100.00% |
18.11.2024 | 2.07% | 1.21 CHF | 1.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'867 CHF | 37'637 CHF | 100.00% | 100.00% |
15.11.2024 | 2.00% | 1.27 CHF | 1.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 38'932 CHF | 39'718 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 1.28 CHF | 1.31 CHF | 30'000 | 30'000 | 29'865 | 29'865 | 37'314 CHF | 38'060 CHF | 100.00% | 100.00% |
13.11.2024 | 2.08% | 1.23 CHF | 1.25 CHF | 30'000 | 30'000 | 29'933 | 29'933 | 37'370 CHF | 38'152 CHF | 100.00% | 100.00% |
12.11.2024 | 1.82% | 1.28 CHF | 1.31 CHF | 25'000 | 25'000 | 24'945 | 24'945 | 33'795 CHF | 34'412 CHF | 100.00% | 100.00% |
11.11.2024 | 1.90% | 1.47 CHF | 1.50 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'916 CHF | 44'758 CHF | 100.00% | 100.00% |
08.11.2024 | 1.91% | 1.36 CHF | 1.38 CHF | 30'000 | 30'000 | 29'934 | 29'934 | 40'150 CHF | 40'918 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 1.34 CHF | 1.37 CHF | 30'000 | 30'000 | 29'864 | 29'864 | 40'913 CHF | 41'627 CHF | 100.00% | 100.00% |