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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'378 CHF | 42'878 CHF | 100.00% | 100.00% |
28.11.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'475 CHF | 41'975 CHF | 99.91% | 99.91% |
27.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'533 CHF | 38'033 CHF | 100.00% | 100.00% |
26.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'207 CHF | 38'707 CHF | 100.00% | 100.00% |
25.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'638 CHF | 39'138 CHF | 100.00% | 100.00% |
22.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'921 CHF | 34'421 CHF | 99.65% | 99.65% |
20.11.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'479 CHF | 37'179 CHF | 99.44% | 99.44% |
19.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'609 CHF | 30'309 CHF | 100.00% | 100.00% |
18.11.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'296 CHF | 31'896 CHF | 99.87% | 99.87% |
15.11.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'208 CHF | 32'808 CHF | 100.00% | 100.00% |