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 | 2.28% | 0.83 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'743 CHF | 42'705 CHF | 100.00% | 100.00% |
19.11.2024 | 2.29% | 0.78 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'111 CHF | 37'969 CHF | 84.94% | 84.94% |
18.11.2024 | 2.44% | 0.75 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'432 CHF | 38'356 CHF | 99.54% | 99.54% |
15.11.2024 | 4.11% | 0.76 CHF | 0.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'760 CHF | 28'868 CHF | 77.20% | 77.20% |
14.11.2024 | 2.46% | 2.26 CHF | 2.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'385 CHF | 45'487 CHF | 99.44% | 99.44% |
13.11.2024 | 2.66% | 2.23 CHF | 2.29 CHF | 20'000 | 20'000 | 19'804 | 19'804 | 41'399 CHF | 42'505 CHF | 98.88% | 98.88% |
12.11.2024 | 2.24% | 2.34 CHF | 2.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'393 CHF | 46'421 CHF | 88.40% | 88.40% |
11.11.2024 | 2.14% | 2.15 CHF | 2.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'891 CHF | 44'841 CHF | 98.45% | 98.45% |
08.11.2024 | 2.42% | 2.02 CHF | 2.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'017 CHF | 39'971 CHF | 100.00% | 100.00% |
07.11.2024 | 2.02% | 1.98 CHF | 2.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'785 CHF | 40'598 CHF | 39.69% | 39.69% |