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 | 8.42% | 0.57 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'518 CHF | 31'018 CHF | 100.00% | 100.00% |
19.11.2024 | 7.43% | 0.58 CHF | 0.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'024 CHF | 28'024 CHF | 99.85% | 99.85% |
18.11.2024 | 6.29% | 0.74 CHF | 0.79 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 30'823 CHF | 32'823 CHF | 100.00% | 100.00% |
15.11.2024 | 6.16% | 0.81 CHF | 0.86 CHF | 40'000 | 40'000 | 38'109 | 38'109 | 29'930 CHF | 31'835 CHF | 100.00% | 100.00% |
14.11.2024 | 4.29% | 1.03 CHF | 1.08 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'412 CHF | 35'912 CHF | 100.00% | 100.00% |
13.11.2024 | 9.15% | 1.35 CHF | 1.40 CHF | 30'000 | 30'000 | 11'764 | 11'764 | 15'042 CHF | 15'832 CHF | 99.37% | 99.37% |
12.11.2024 | 3.16% | 1.52 CHF | 1.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'434 CHF | 48'957 CHF | 99.85% | 99.85% |
11.11.2024 | 3.18% | 1.60 CHF | 1.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'783 CHF | 49'328 CHF | 100.00% | 100.00% |
08.11.2024 | 3.40% | 1.52 CHF | 1.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'443 CHF | 44'943 CHF | 98.88% | 98.88% |
07.11.2024 | 3.40% | 1.45 CHF | 1.50 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 43'343 CHF | 44'843 CHF | 100.00% | 100.00% |