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 | 1.99% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'853 CHF | 25'353 CHF | 100.00% | 100.00% |
19.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'573 CHF | 26'073 CHF | 100.00% | 100.00% |
18.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'630 CHF | 26'130 CHF | 100.00% | 100.00% |
15.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'932 CHF | 25'432 CHF | 100.00% | 100.00% |
14.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'073 CHF | 30'673 CHF | 100.00% | 100.00% |
13.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'358 CHF | 26'958 CHF | 100.00% | 100.00% |
12.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'378 CHF | 27'978 CHF | 100.00% | 100.00% |
11.11.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'016 CHF | 25'516 CHF | 100.00% | 100.00% |
08.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'739 CHF | 26'239 CHF | 100.00% | 100.00% |
07.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'515 CHF | 28'015 CHF | 100.00% | 100.00% |