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 | 3.87% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'691 CHF | 13'191 CHF | 99.95% | 99.95% |
19.11.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'849 CHF | 12'349 CHF | 99.82% | 99.82% |
18.11.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'248 CHF | 11'748 CHF | 99.93% | 99.93% |
15.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'750 CHF | 12'250 CHF | 100.00% | 100.00% |
14.11.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'980 CHF | 11'480 CHF | 99.63% | 99.63% |
13.11.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'751 CHF | 10'251 CHF | 99.96% | 99.96% |
12.11.2024 | 3.81% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'915 CHF | 13'415 CHF | 99.83% | 99.83% |
11.11.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'291 CHF | 16'791 CHF | 99.81% | 99.81% |
08.11.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'787 CHF | 16'287 CHF | 99.82% | 99.82% |
07.11.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'074 CHF | 16'574 CHF | 99.88% | 99.88% |