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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.51% | 0.84 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'548 CHF | 40'548 CHF | 99.81% | 99.81% |
20.11.2024 | 3.13% | 0.66 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'565 CHF | 32'565 CHF | 100.00% | 100.00% |
19.11.2024 | 2.81% | 0.59 CHF | 0.61 CHF | 50'000 | 50'000 | 49'995 | 49'995 | 35'765 CHF | 36'755 CHF | 91.57% | 96.50% |
18.11.2024 | 2.09% | 0.97 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'263 CHF | 48'263 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 0.95 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'921 CHF | 48'921 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'201 CHF | 52'201 CHF | 100.00% | 100.00% |
13.11.2024 | 2.06% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'247 CHF | 49'247 CHF | 100.00% | 100.00% |
12.11.2024 | 1.72% | 1.11 CHF | 1.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 46'165 CHF | 46'965 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 1.21 CHF | 1.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 50'894 CHF | 51'694 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 1.18 CHF | 1.20 CHF | 40'000 | 40'000 | 49'065 | 49'065 | 56'842 CHF | 57'823 CHF | 100.00% | 100.00% |