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 | 2.12% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'335 CHF | 23'835 CHF | 99.98% | 99.98% |
19.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'607 CHF | 24'107 CHF | 99.85% | 99.85% |
18.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'764 CHF | 23'264 CHF | 99.95% | 99.95% |
15.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'079 CHF | 21'579 CHF | 100.00% | 100.00% |
14.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'840 CHF | 20'340 CHF | 99.74% | 99.74% |
13.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'260 CHF | 20'760 CHF | 99.94% | 99.94% |
12.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 49'989 | 50'000 | 20'411 CHF | 20'916 CHF | 99.75% | 99.75% |
11.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'081 CHF | 20'581 CHF | 99.83% | 99.83% |
08.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'021 CHF | 20'521 CHF | 99.82% | 99.82% |
07.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'815 CHF | 20'315 CHF | 99.90% | 99.90% |