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 | 2.94% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'790 CHF | 17'290 CHF | 99.97% | 99.97% |
19.11.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'286 CHF | 16'786 CHF | 99.82% | 99.82% |
18.11.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'896 CHF | 19'396 CHF | 99.95% | 99.95% |
15.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'283 CHF | 21'783 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'064 CHF | 19'564 CHF | 96.02% | 96.02% |
13.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'052 CHF | 18'552 CHF | 99.97% | 99.97% |
12.11.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'372 CHF | 19'872 CHF | 99.83% | 99.83% |
11.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'688 CHF | 25'188 CHF | 99.85% | 99.85% |
08.11.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 49'987 | 25'064 CHF | 25'557 CHF | 99.86% | 99.86% |
07.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'143 CHF | 32'643 CHF | 99.91% | 99.91% |