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 | 3.96% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'388 CHF | 12'888 CHF | 99.97% | 99.97% |
19.11.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'588 CHF | 13'088 CHF | 99.80% | 99.80% |
18.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'076 CHF | 12'576 CHF | 99.91% | 99.91% |
15.11.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'170 CHF | 12'670 CHF | 100.00% | 100.00% |
14.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'601 CHF | 13'101 CHF | 99.54% | 99.54% |
13.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'263 CHF | 13'763 CHF | 99.97% | 99.97% |
12.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'758 CHF | 14'258 CHF | 99.80% | 99.80% |
11.11.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'876 CHF | 12'376 CHF | 99.81% | 99.81% |
08.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'124 CHF | 12'624 CHF | 99.88% | 99.88% |
07.11.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'168 CHF | 12'668 CHF | 99.91% | 99.91% |