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 | 1.73% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'611 CHF | 29'111 CHF | 99.96% | 99.96% |
19.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'399 CHF | 29'899 CHF | 99.81% | 99.81% |
18.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'950 CHF | 30'450 CHF | 99.91% | 99.91% |
15.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'574 CHF | 30'074 CHF | 100.00% | 100.00% |
14.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'433 CHF | 30'933 CHF | 99.54% | 99.54% |
13.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'644 CHF | 32'144 CHF | 99.96% | 99.96% |
12.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'506 CHF | 29'006 CHF | 99.82% | 99.82% |
11.11.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'174 CHF | 25'674 CHF | 99.82% | 99.82% |
08.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'713 CHF | 26'213 CHF | 99.82% | 99.82% |
07.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'452 CHF | 25'952 CHF | 99.89% | 99.89% |