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 | 0.95% | 1.01 CHF | 1.02 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 46'994 CHF | 47'444 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'983 CHF | 41'383 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'284 CHF | 44'684 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 46'441 CHF | 46'841 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 48'718 CHF | 49'118 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'157 CHF | 47'557 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.19 CHF | 1.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 44'512 CHF | 44'862 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 49'163 CHF | 49'513 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'602 CHF | 42'902 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'392 CHF | 48'692 CHF | 100.00% | 100.00% |