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 | 6.49% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'527 CHF | 8'027 CHF | 99.95% | 99.95% |
19.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'567 CHF | 8'067 CHF | 99.76% | 99.76% |
18.11.2024 | 6.76% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'189 CHF | 7'689 CHF | 99.88% | 99.88% |
15.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'756 CHF | 6'256 CHF | 100.00% | 100.00% |
14.11.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'556 CHF | 7'056 CHF | 99.65% | 99.65% |
13.11.2024 | 7.23% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'732 CHF | 7'232 CHF | 99.95% | 99.95% |
12.11.2024 | 4.91% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'952 CHF | 10'452 CHF | 99.80% | 99.80% |
11.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 38'520 | 38'524 | 8'515 CHF | 8'901 CHF | 99.80% | 99.80% |
08.11.2024 | 5.72% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'618 CHF | 9'118 CHF | 99.80% | 99.80% |
07.11.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'426 CHF | 8'926 CHF | 99.91% | 99.91% |