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 | 5.74% | 0.51 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'418 CHF | 32'213 CHF | 100.00% | 100.00% |
19.11.2024 | 5.22% | 0.52 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'621 CHF | 35'421 CHF | 99.84% | 99.84% |
18.11.2024 | 4.65% | 0.61 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'802 CHF | 39'602 CHF | 100.00% | 100.00% |
15.11.2024 | 4.57% | 0.65 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'130 CHF | 33'630 CHF | 100.00% | 100.00% |
14.11.2024 | 3.49% | 0.78 CHF | 0.81 CHF | 50'000 | 50'000 | 49'997 | 49'997 | 42'347 CHF | 43'847 CHF | 100.00% | 100.00% |
13.11.2024 | 7.59% | 0.96 CHF | 0.99 CHF | 50'000 | 50'000 | 19'588 | 19'588 | 18'063 CHF | 18'853 CHF | 99.37% | 99.37% |
12.11.2024 | 2.74% | 1.04 CHF | 1.07 CHF | 50'000 | 50'000 | 46'107 | 46'107 | 49'749 CHF | 51'132 CHF | 99.85% | 99.85% |
11.11.2024 | 2.73% | 1.09 CHF | 1.12 CHF | 50'000 | 50'000 | 49'177 | 49'177 | 53'390 CHF | 54'865 CHF | 100.00% | 100.00% |
08.11.2024 | 2.94% | 1.05 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'340 CHF | 51'840 CHF | 98.58% | 98.58% |
07.11.2024 | 2.94% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'277 CHF | 51'777 CHF | 100.00% | 100.00% |