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 | 2.07% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'951 CHF | 24'451 CHF | 99.37% | 99.37% |
19.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'993 CHF | 26'493 CHF | 99.30% | 99.30% |
18.11.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'586 CHF | 25'086 CHF | 99.31% | 99.31% |
15.11.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'241 CHF | 24'741 CHF | 99.39% | 99.39% |
14.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'365 CHF | 26'865 CHF | 99.36% | 99.36% |
13.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'789 CHF | 24'289 CHF | 99.38% | 99.38% |
12.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'527 CHF | 25'027 CHF | 99.10% | 99.10% |
11.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'657 CHF | 24'157 CHF | 99.29% | 99.29% |
08.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'133 CHF | 27'633 CHF | 99.39% | 99.39% |
07.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'390 CHF | 29'890 CHF | 99.28% | 99.28% |