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 | 2.70% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 18'570 CHF | 19'070 CHF | 100.00% | 100.00% |
19.11.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'566 CHF | 19'078 CHF | 100.00% | 100.00% |
18.11.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'085 CHF | 20'585 CHF | 100.00% | 100.00% |
15.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'318 CHF | 22'818 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'587 CHF | 22'087 CHF | 99.27% | 99.27% |
13.11.2024 | 2.77% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 49'375 | 49'375 | 22'023 CHF | 22'637 CHF | 99.40% | 99.40% |
12.11.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'067 CHF | 18'588 CHF | 100.00% | 100.00% |
11.11.2024 | 3.88% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'752 CHF | 14'295 CHF | 100.00% | 100.00% |
08.11.2024 | 4.22% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'574 CHF | 14'160 CHF | 100.00% | 100.00% |
07.11.2024 | 5.39% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 11'693 CHF | 12'300 CHF | 99.06% | 99.06% |