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 | 2.12% | 0.48 CHF | 0.49 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 21'006 CHF | 21'456 CHF | 99.57% | 99.57% |
19.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 20'286 CHF | 20'736 CHF | 99.41% | 99.48% |
18.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'899 CHF | 22'399 CHF | 99.51% | 99.51% |
15.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 18'695 CHF | 19'145 CHF | 98.91% | 98.97% |
14.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 18'394 CHF | 18'794 CHF | 99.57% | 99.57% |
13.11.2024 | 2.29% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'725 CHF | 22'225 CHF | 99.09% | 99.09% |
12.11.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'655 CHF | 19'155 CHF | 99.58% | 99.58% |
11.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'057 CHF | 22'657 CHF | 99.52% | 99.52% |
08.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'144 CHF | 22'744 CHF | 99.51% | 99.51% |
07.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'685 CHF | 17'185 CHF | 99.05% | 99.05% |