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 | 1.83% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'033 CHF | 27'533 CHF | 99.97% | 99.97% |
19.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'878 CHF | 27'378 CHF | 99.81% | 99.81% |
18.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'344 CHF | 27'844 CHF | 99.95% | 99.95% |
15.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'331 CHF | 27'831 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'899 CHF | 27'399 CHF | 99.55% | 99.55% |
13.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'311 CHF | 26'811 CHF | 99.97% | 99.97% |
12.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'781 CHF | 26'281 CHF | 99.80% | 99.80% |
11.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'652 CHF | 28'152 CHF | 99.80% | 99.80% |
08.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'480 CHF | 27'980 CHF | 99.88% | 99.88% |
07.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'509 CHF | 28'009 CHF | 99.91% | 99.91% |