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 | 1.64% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'313 CHF | 30'813 CHF | 99.97% | 99.97% |
19.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'053 CHF | 23'553 CHF | 99.84% | 99.84% |
18.11.2024 | 1.87% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'749 CHF | 27'249 CHF | 99.89% | 99.89% |
15.11.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'651 CHF | 28'151 CHF | 100.00% | 100.00% |
14.11.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'661 CHF | 25'161 CHF | 99.55% | 99.55% |
13.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'851 CHF | 18'351 CHF | 99.95% | 99.95% |
12.11.2024 | 2.25% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'009 CHF | 22'509 CHF | 99.78% | 99.78% |
11.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'251 CHF | 24'751 CHF | 99.78% | 99.78% |
08.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'316 CHF | 22'816 CHF | 99.83% | 99.83% |
07.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'799 CHF | 25'299 CHF | 99.91% | 99.91% |