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 | 0.86% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 46'583 CHF | 46'983 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 38'395 CHF | 38'745 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 43'151 CHF | 43'501 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 44'159 CHF | 44'509 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'092 CHF | 47'492 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'702 CHF | 44'102 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.01 CHF | 1.02 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'720 CHF | 37'020 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'049 CHF | 46'349 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'105 CHF | 38'355 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 53'765 CHF | 54'065 CHF | 100.00% | 100.00% |