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 | 4.76% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'252 CHF | 10'752 CHF | 99.95% | 99.95% |
19.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'952 CHF | 10'452 CHF | 99.85% | 99.85% |
18.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'052 CHF | 10'552 CHF | 99.93% | 99.93% |
15.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'518 CHF | 11'018 CHF | 100.00% | 100.00% |
14.11.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'435 CHF | 10'935 CHF | 99.78% | 99.78% |
13.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'436 CHF | 11'936 CHF | 99.96% | 99.96% |
12.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'105 CHF | 11'605 CHF | 99.84% | 99.84% |
11.11.2024 | 5.08% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'611 CHF | 10'111 CHF | 99.79% | 99.79% |
08.11.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'965 CHF | 9'465 CHF | 99.88% | 99.88% |
07.11.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'913 CHF | 9'413 CHF | 99.88% | 99.88% |