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 | 1.51% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'774 CHF | 33'274 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'845 CHF | 33'345 CHF | 99.40% | 99.40% |
18.11.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'452 CHF | 33'952 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'058 CHF | 35'558 CHF | 100.00% | 100.00% |
14.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'373 CHF | 34'873 CHF | 99.52% | 99.52% |
13.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 34'347 CHF | 34'852 CHF | 99.32% | 99.32% |
12.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'460 CHF | 31'960 CHF | 100.00% | 100.00% |
11.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'508 CHF | 31'008 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'908 CHF | 33'408 CHF | 100.00% | 100.00% |
07.11.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 32'446 CHF | 32'946 CHF | 99.13% | 99.13% |