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 | 1.30% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'285 CHF | 38'785 CHF | 99.97% | 99.97% |
19.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'631 CHF | 40'131 CHF | 98.47% | 98.47% |
18.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'963 CHF | 39'463 CHF | 99.91% | 99.91% |
15.11.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'156 CHF | 36'656 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'134 CHF | 36'634 CHF | 99.64% | 99.64% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'343 CHF | 33'843 CHF | 99.95% | 99.95% |
12.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'408 CHF | 31'908 CHF | 99.83% | 99.83% |
11.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'851 CHF | 29'351 CHF | 99.81% | 99.81% |
08.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'640 CHF | 28'140 CHF | 99.89% | 99.89% |
07.11.2024 | 2.17% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'957 CHF | 23'457 CHF | 99.90% | 99.90% |