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 | 1.63% | 0.61 CHF | 0.62 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 27'351 CHF | 27'801 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 26'120 CHF | 26'570 CHF | 100.00% | 100.00% |
18.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'871 CHF | 28'371 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'280 CHF | 26'780 CHF | 98.88% | 98.88% |
14.11.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'266 CHF | 24'766 CHF | 100.00% | 100.00% |
13.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'548 CHF | 26'048 CHF | 100.00% | 100.00% |
12.11.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 23'451 CHF | 23'901 CHF | 100.00% | 100.00% |
11.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'338 CHF | 24'738 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 21'069 CHF | 21'369 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 32'089 CHF | 32'439 CHF | 100.00% | 100.00% |