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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'057 CHF | 11'557 CHF | 94.72% | 94.72% |
25.11.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'383 CHF | 11'883 CHF | 100.00% | 100.00% |
22.11.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'726 CHF | 11'226 CHF | 100.00% | 100.00% |
20.11.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'224 CHF | 11'724 CHF | 99.98% | 99.98% |
19.11.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'572 CHF | 11'072 CHF | 99.92% | 99.92% |
18.11.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'661 CHF | 11'161 CHF | 99.95% | 99.95% |
15.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'676 CHF | 11'176 CHF | 100.00% | 100.00% |
14.11.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'225 CHF | 10'725 CHF | 99.72% | 99.72% |
13.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'957 CHF | 10'457 CHF | 99.94% | 99.94% |
12.11.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'950 CHF | 11'450 CHF | 99.77% | 99.77% |