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 | 0.87% | 1.14 CHF | 1.15 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'493 CHF | 34'793 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'436 CHF | 32'736 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'401 CHF | 33'701 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 35'361 CHF | 35'661 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'086 CHF | 34'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'798 CHF | 33'098 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'855 CHF | 29'105 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'112 CHF | 32'362 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'694 CHF | 31'944 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'750 CHF | 32'000 CHF | 100.00% | 100.00% |