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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'965 CHF | 16'465 CHF | 100.00% | 100.00% |
22.11.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'064 CHF | 14'564 CHF | 99.65% | 99.65% |
20.11.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'570 CHF | 11'070 CHF | 99.42% | 99.42% |
19.11.2024 | 4.74% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'335 CHF | 10'835 CHF | 100.00% | 100.00% |
18.11.2024 | 6.90% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'080 CHF | 7'580 CHF | 99.88% | 99.88% |
15.11.2024 | 9.63% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'959 CHF | 5'459 CHF | 100.00% | 100.00% |
14.11.2024 | 12.65% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'920 CHF | 4'420 CHF | 98.64% | 98.64% |
13.11.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'998 CHF | 5'498 CHF | 100.00% | 100.00% |
12.11.2024 | 8.65% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'570 CHF | 6'070 CHF | 99.87% | 99.87% |
11.11.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'002 CHF | 8'502 CHF | 100.00% | 100.00% |