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 | 1.11% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'601 CHF | 45'101 CHF | 99.96% | 99.96% |
19.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'966 CHF | 46'466 CHF | 99.82% | 99.82% |
18.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'438 CHF | 43'938 CHF | 99.89% | 99.89% |
15.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'108 CHF | 40'608 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'262 CHF | 40'762 CHF | 99.48% | 99.48% |
13.11.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'176 CHF | 27'676 CHF | 99.96% | 99.96% |
12.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'960 CHF | 25'460 CHF | 99.77% | 99.77% |
11.11.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'227 CHF | 21'727 CHF | 99.77% | 99.77% |
08.11.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'694 CHF | 22'194 CHF | 99.81% | 99.81% |
07.11.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'720 CHF | 14'220 CHF | 99.60% | 99.60% |