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 | 2.84% | 1.13 CHF | 1.16 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 59'181 CHF | 24'353 CHF | 100.00% | 100.00% |
19.11.2024 | 2.84% | 1.14 CHF | 1.17 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'479 CHF | 23'242 CHF | 100.00% | 100.00% |
18.11.2024 | 3.31% | 1.14 CHF | 1.18 CHF | 50'000 | 20'000 | 50'000 | 17'243 | 56'268 CHF | 20'053 CHF | 100.00% | 100.00% |
15.11.2024 | 2.66% | 1.17 CHF | 1.21 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 59'495 CHF | 24'439 CHF | 100.00% | 100.00% |
14.11.2024 | 2.57% | 1.24 CHF | 1.28 CHF | 50'000 | 20'000 | 48'567 | 20'000 | 59'432 CHF | 25'130 CHF | 99.22% | 99.22% |
13.11.2024 | 2.90% | 1.17 CHF | 1.21 CHF | 50'000 | 20'000 | 50'000 | 19'750 | 56'940 CHF | 23'157 CHF | 99.36% | 99.36% |
12.11.2024 | 2.79% | 1.16 CHF | 1.20 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 60'145 CHF | 24'738 CHF | 100.00% | 100.00% |
11.11.2024 | 2.44% | 1.25 CHF | 1.28 CHF | 40'000 | 20'000 | 40'960 | 20'000 | 53'626 CHF | 26'871 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 1.25 CHF | 1.28 CHF | 40'000 | 20'000 | 45'900 | 20'000 | 56'989 CHF | 25'502 CHF | 100.00% | 100.00% |
07.11.2024 | 2.76% | 1.21 CHF | 1.25 CHF | 50'000 | 20'000 | 49'898 | 19'349 | 60'940 CHF | 24'316 CHF | 98.73% | 98.73% |