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 | 2.49% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'901 CHF | 20'401 CHF | 99.97% | 99.97% |
19.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 69'536 | 69'534 | 24'952 CHF | 25'647 CHF | 99.76% | 99.76% |
18.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'470 | 50'470 | 19'856 CHF | 20'361 CHF | 99.90% | 99.90% |
15.11.2024 | 2.63% | 0.34 CHF | 0.35 CHF | 75'000 | 75'000 | 56'011 | 56'011 | 20'935 CHF | 21'495 CHF | 100.00% | 100.00% |
14.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'463 | 50'463 | 20'867 CHF | 21'372 CHF | 99.65% | 99.65% |
13.11.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 53'037 | 53'037 | 21'398 CHF | 21'928 CHF | 99.94% | 99.94% |
12.11.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'268 CHF | 23'768 CHF | 99.75% | 99.75% |
11.11.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'960 CHF | 26'460 CHF | 99.82% | 99.82% |
08.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'726 CHF | 23'226 CHF | 99.85% | 99.85% |
07.11.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'176 CHF | 23'676 CHF | 99.90% | 99.90% |