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 | 7.59% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 51'803 | 51'803 | 6'586 CHF | 7'104 CHF | 99.97% | 99.97% |
19.11.2024 | 7.42% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 52'906 | 52'905 | 6'861 CHF | 7'390 CHF | 99.78% | 99.78% |
18.11.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'647 CHF | 7'147 CHF | 99.91% | 99.91% |
15.11.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'629 CHF | 9'129 CHF | 100.00% | 100.00% |
14.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'685 CHF | 10'185 CHF | 99.53% | 99.53% |
13.11.2024 | 4.82% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'209 CHF | 10'709 CHF | 99.97% | 99.97% |
12.11.2024 | 3.78% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'032 CHF | 13'532 CHF | 99.80% | 99.80% |
11.11.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'265 CHF | 15'765 CHF | 99.81% | 99.81% |
08.11.2024 | 3.26% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'185 CHF | 15'685 CHF | 99.82% | 99.82% |
07.11.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'652 CHF | 19'152 CHF | 99.88% | 99.88% |