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 | 1.62% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'702 CHF | 31'202 CHF | 99.98% | 99.98% |
19.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'437 CHF | 28'937 CHF | 99.85% | 99.85% |
18.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'617 CHF | 30'117 CHF | 99.93% | 99.93% |
15.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'857 CHF | 30'357 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'872 CHF | 29'372 CHF | 99.72% | 99.72% |
13.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'506 CHF | 27'006 CHF | 99.96% | 99.96% |
12.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'966 CHF | 28'466 CHF | 99.80% | 99.80% |
11.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'693 CHF | 29'193 CHF | 99.81% | 99.81% |
08.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'953 CHF | 28'453 CHF | 99.88% | 99.88% |
07.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'728 CHF | 29'228 CHF | 99.90% | 99.90% |