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 | 2.50% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'707 CHF | 30'457 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 35'770 CHF | 36'516 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 33'189 CHF | 33'939 CHF | 100.00% | 100.00% |
15.11.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'519 CHF | 33'269 CHF | 100.00% | 100.00% |
14.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'413 CHF | 36'163 CHF | 99.52% | 99.52% |
13.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 75'000 | 75'000 | 74'146 | 74'146 | 42'037 CHF | 42'783 CHF | 99.32% | 99.32% |
12.11.2024 | 1.95% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'140 CHF | 38'890 CHF | 100.00% | 100.00% |
11.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'255 CHF | 37'005 CHF | 100.00% | 100.00% |
08.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'559 CHF | 39'309 CHF | 100.00% | 100.00% |
07.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 72'406 | 72'406 | 34'710 CHF | 35'438 CHF | 99.12% | 99.12% |