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 | 2.44% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'222 CHF | 20'722 CHF | 100.00% | 100.00% |
19.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'898 CHF | 17'398 CHF | 100.00% | 100.00% |
18.11.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 18'876 CHF | 19'326 CHF | 100.00% | 100.00% |
15.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 19'446 CHF | 19'896 CHF | 100.00% | 100.00% |
14.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'428 CHF | 21'928 CHF | 100.00% | 100.00% |
13.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 18'564 CHF | 19'014 CHF | 100.00% | 100.00% |
12.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 18'161 CHF | 18'561 CHF | 100.00% | 100.00% |
11.11.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'752 CHF | 21'152 CHF | 100.00% | 100.00% |
08.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'171 CHF | 20'571 CHF | 100.00% | 100.00% |
07.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'963 CHF | 22'363 CHF | 100.00% | 100.00% |