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 | 2.33% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'224 CHF | 21'724 CHF | 99.97% | 99.97% |
19.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'797 CHF | 22'297 CHF | 99.85% | 99.85% |
18.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'689 CHF | 22'189 CHF | 99.95% | 99.95% |
15.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'675 CHF | 22'175 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'457 CHF | 22'957 CHF | 99.66% | 99.66% |
13.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'991 CHF | 23'491 CHF | 99.95% | 99.95% |
12.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'627 CHF | 23'127 CHF | 99.83% | 99.83% |
11.11.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'438 CHF | 21'938 CHF | 99.78% | 99.78% |
08.11.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'126 CHF | 23'626 CHF | 99.88% | 99.88% |
07.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'855 CHF | 22'355 CHF | 99.89% | 99.89% |