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 | 1.64% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'234 CHF | 30'734 CHF | 100.00% | 100.00% |
19.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'138 CHF | 30'638 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'031 CHF | 29'531 CHF | 100.00% | 100.00% |
15.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'346 CHF | 28'846 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'251 CHF | 28'751 CHF | 100.00% | 100.00% |
13.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'001 CHF | 29'501 CHF | 100.00% | 100.00% |
12.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'255 CHF | 28'755 CHF | 100.00% | 100.00% |
11.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'889 CHF | 27'389 CHF | 100.00% | 100.00% |
08.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'528 CHF | 33'128 CHF | 100.00% | 100.00% |
07.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'687 CHF | 31'287 CHF | 100.00% | 100.00% |