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 | 3.97% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'360 CHF | 12'860 CHF | 99.97% | 99.97% |
19.11.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'016 CHF | 11'516 CHF | 98.06% | 98.06% |
18.11.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'685 CHF | 12'185 CHF | 99.90% | 99.90% |
15.11.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'646 CHF | 15'146 CHF | 100.00% | 100.00% |
14.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'693 CHF | 15'193 CHF | 99.64% | 99.64% |
13.11.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'397 CHF | 17'897 CHF | 99.88% | 99.95% |
12.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'469 CHF | 19'969 CHF | 99.84% | 99.84% |
11.11.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'053 CHF | 22'553 CHF | 99.81% | 99.81% |
08.11.2024 | 2.13% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'261 CHF | 23'761 CHF | 99.81% | 99.88% |
07.11.2024 | 1.78% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'000 CHF | 28'500 CHF | 99.90% | 99.90% |