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 | 0.96% | 1.00 CHF | 1.01 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'160 CHF | 36'510 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 31'627 CHF | 31'927 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'426 CHF | 36'776 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'000 CHF | 36'350 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 38'814 CHF | 39'214 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'167 CHF | 34'567 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.84 CHF | 0.85 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 32'892 CHF | 33'242 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'421 CHF | 36'771 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'190 CHF | 32'490 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'935 CHF | 41'285 CHF | 100.00% | 100.00% |