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 | 0.81% | 1.22 CHF | 1.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'114 CHF | 37'414 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'253 CHF | 32'503 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.35 CHF | 1.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'252 CHF | 37'552 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'972 CHF | 31'222 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'422 CHF | 32'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'646 CHF | 29'896 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.44 CHF | 1.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'928 CHF | 29'078 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'516 CHF | 32'666 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'850 CHF | 40'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'861 CHF | 41'061 CHF | 100.00% | 100.00% |