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 | 1.93% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'630 CHF | 26'130 CHF | 99.96% | 99.96% |
19.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'362 CHF | 25'862 CHF | 99.82% | 99.82% |
18.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'981 CHF | 31'481 CHF | 99.88% | 99.88% |
15.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'345 CHF | 32'845 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'006 CHF | 37'506 CHF | 99.65% | 99.65% |
13.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'203 CHF | 40'703 CHF | 99.50% | 99.50% |
12.11.2024 | 1.10% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'079 CHF | 45'579 CHF | 99.83% | 99.83% |
11.11.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'497 CHF | 44'997 CHF | 98.48% | 98.48% |
08.11.2024 | 1.33% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'333 CHF | 37'833 CHF | 99.88% | 99.88% |
07.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'103 CHF | 32'603 CHF | 99.91% | 99.91% |