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 | 1.70% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'147 CHF | 29'647 CHF | 99.97% | 99.97% |
19.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'720 CHF | 30'220 CHF | 99.85% | 99.85% |
18.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'584 CHF | 30'084 CHF | 99.95% | 99.95% |
15.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'543 CHF | 30'043 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'327 CHF | 30'827 CHF | 99.66% | 99.66% |
13.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'886 CHF | 31'386 CHF | 99.95% | 99.95% |
12.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'505 CHF | 31'005 CHF | 99.82% | 99.82% |
11.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'297 CHF | 29'797 CHF | 99.78% | 99.78% |
08.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'953 CHF | 31'453 CHF | 99.85% | 99.85% |
07.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'687 CHF | 30'187 CHF | 99.89% | 99.89% |