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 | 2.53% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'564 CHF | 20'064 CHF | 99.73% | 99.73% |
19.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'929 CHF | 20'429 CHF | 99.85% | 99.85% |
18.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'555 CHF | 22'055 CHF | 100.00% | 100.00% |
15.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'694 CHF | 23'194 CHF | 100.00% | 100.00% |
14.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'868 CHF | 23'368 CHF | 100.00% | 100.00% |
13.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'929 CHF | 22'429 CHF | 99.93% | 99.93% |
12.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'984 CHF | 23'484 CHF | 100.00% | 100.00% |
11.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'261 CHF | 25'761 CHF | 99.66% | 99.66% |
08.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 49'996 | 25'191 CHF | 25'689 CHF | 100.00% | 100.00% |
07.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'729 CHF | 28'229 CHF | 99.68% | 99.68% |