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 | 2.01% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'631 CHF | 25'131 CHF | 99.95% | 99.95% |
19.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'997 CHF | 26'497 CHF | 99.76% | 99.76% |
18.11.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'500 CHF | 24'000 CHF | 99.89% | 99.89% |
15.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'245 CHF | 20'745 CHF | 100.00% | 100.00% |
14.11.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'409 CHF | 20'909 CHF | 99.47% | 99.47% |
13.11.2024 | 5.61% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'715 CHF | 9'215 CHF | 99.96% | 99.96% |
12.11.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'141 CHF | 7'641 CHF | 99.82% | 99.82% |
11.11.2024 | 9.53% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 51'559 | 51'562 | 5'146 CHF | 5'662 CHF | 99.78% | 99.78% |
08.11.2024 | 9.33% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 56'083 | 56'084 | 5'780 CHF | 6'341 CHF | 99.82% | 99.82% |
07.11.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 114'718 | 114'715 | 5'059 CHF | 6'206 CHF | 99.60% | 99.60% |