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 | 1.85% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'780 CHF | 27'280 CHF | 99.73% | 99.73% |
19.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'154 CHF | 27'654 CHF | 99.85% | 99.85% |
18.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'815 CHF | 29'315 CHF | 100.00% | 100.00% |
15.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'903 CHF | 30'403 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'134 CHF | 30'634 CHF | 100.00% | 100.00% |
13.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'117 CHF | 29'617 CHF | 99.93% | 99.93% |
12.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'224 CHF | 30'724 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'527 CHF | 33'027 CHF | 99.67% | 99.67% |
08.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'498 CHF | 32'998 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'981 CHF | 35'481 CHF | 99.70% | 99.70% |