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 | 1.61% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'847 CHF | 31'347 CHF | 99.95% | 99.95% |
19.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'846 CHF | 29'346 CHF | 99.79% | 99.79% |
18.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'316 CHF | 28'816 CHF | 99.89% | 99.89% |
15.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'588 CHF | 26'088 CHF | 100.00% | 100.00% |
14.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'873 CHF | 23'373 CHF | 99.55% | 99.55% |
13.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'871 CHF | 23'371 CHF | 99.95% | 99.95% |
12.11.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'879 CHF | 25'379 CHF | 99.79% | 99.79% |
11.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'779 CHF | 28'279 CHF | 99.81% | 99.81% |
08.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'790 CHF | 25'290 CHF | 99.88% | 99.88% |
07.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'776 CHF | 27'276 CHF | 99.90% | 99.90% |