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 | 2.61% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'943 CHF | 19'443 CHF | 99.97% | 99.97% |
19.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'026 CHF | 19'526 CHF | 99.80% | 99.80% |
18.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'771 CHF | 19'271 CHF | 99.93% | 99.93% |
15.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'144 CHF | 18'644 CHF | 100.00% | 100.00% |
14.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'460 CHF | 18'960 CHF | 99.82% | 99.82% |
13.11.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'473 CHF | 18'973 CHF | 99.95% | 99.95% |
12.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'596 CHF | 20'096 CHF | 99.78% | 99.78% |
11.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'982 CHF | 20'482 CHF | 99.84% | 99.84% |
08.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'117 CHF | 19'617 CHF | 99.83% | 99.83% |
07.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'997 CHF | 19'497 CHF | 99.90% | 99.90% |