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 | 5.12% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'547 CHF | 10'047 CHF | 99.97% | 99.97% |
19.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'451 CHF | 9'951 CHF | 99.82% | 99.82% |
18.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'807 CHF | 12'307 CHF | 99.93% | 99.93% |
15.11.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 49'958 | 50'000 | 12'500 CHF | 13'010 CHF | 100.00% | 100.00% |
14.11.2024 | 4.63% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 49'977 | 10'614 CHF | 11'110 CHF | 99.64% | 99.64% |
13.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'974 CHF | 11'474 CHF | 99.95% | 99.95% |
12.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 49'978 | 12'700 CHF | 13'194 CHF | 99.81% | 99.81% |
11.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'072 CHF | 18'572 CHF | 99.80% | 99.80% |
08.11.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'448 CHF | 17'948 CHF | 99.84% | 99.84% |
07.11.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'820 CHF | 21'320 CHF | 99.90% | 99.90% |