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 | 3.69% | 0.80 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'916 CHF | 41'416 CHF | 100.00% | 100.00% |
19.11.2024 | 3.42% | 0.82 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'102 CHF | 44'602 CHF | 99.84% | 99.84% |
18.11.2024 | 3.16% | 0.92 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'792 CHF | 48'292 CHF | 100.00% | 100.00% |
15.11.2024 | 3.11% | 0.96 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'466 CHF | 48'966 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 1.10 CHF | 1.13 CHF | 50'000 | 50'000 | 46'393 | 46'393 | 54'268 CHF | 55'660 CHF | 100.00% | 100.00% |
13.11.2024 | 5.59% | 1.29 CHF | 1.32 CHF | 40'000 | 40'000 | 16'567 | 16'567 | 20'763 CHF | 21'445 CHF | 99.35% | 99.35% |
12.11.2024 | 2.09% | 1.38 CHF | 1.41 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 56'879 CHF | 58'079 CHF | 99.85% | 99.85% |
11.11.2024 | 2.08% | 1.43 CHF | 1.46 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'125 CHF | 58'325 CHF | 100.00% | 100.00% |
08.11.2024 | 2.21% | 1.38 CHF | 1.41 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 53'718 CHF | 54'918 CHF | 98.58% | 98.58% |
07.11.2024 | 2.21% | 1.34 CHF | 1.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 53'591 CHF | 54'791 CHF | 100.00% | 100.00% |