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 | 1.95% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'387 CHF | 25'887 CHF | 99.98% | 99.98% |
19.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'299 CHF | 23'799 CHF | 99.74% | 99.74% |
18.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'040 CHF | 25'540 CHF | 99.90% | 99.90% |
15.11.2024 | 2.05% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'227 CHF | 24'727 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'156 CHF | 26'656 CHF | 99.66% | 99.66% |
13.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'718 CHF | 26'218 CHF | 99.93% | 99.93% |
12.11.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'933 CHF | 29'433 CHF | 99.78% | 99.78% |
11.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'817 CHF | 32'317 CHF | 99.81% | 99.81% |
08.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'341 CHF | 28'841 CHF | 99.86% | 99.86% |
07.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'751 CHF | 29'251 CHF | 99.90% | 99.90% |