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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'687 CHF | 28'187 CHF | 100.00% | 100.00% |
20.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'251 CHF | 26'751 CHF | 99.97% | 99.97% |
19.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'544 CHF | 25'044 CHF | 99.85% | 99.85% |
18.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'782 CHF | 25'282 CHF | 99.92% | 99.92% |
15.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'268 CHF | 25'768 CHF | 100.00% | 100.00% |
14.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'659 CHF | 26'159 CHF | 99.71% | 99.71% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'362 CHF | 25'862 CHF | 99.95% | 99.95% |
12.11.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'367 CHF | 25'867 CHF | 99.82% | 99.82% |
11.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'922 CHF | 27'422 CHF | 99.80% | 99.80% |
08.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'456 CHF | 26'956 CHF | 99.88% | 99.88% |