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 | 3.38% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'547 CHF | 15'047 CHF | 99.96% | 99.96% |
19.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'338 CHF | 13'838 CHF | 99.76% | 99.76% |
18.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'572 CHF | 16'072 CHF | 99.88% | 99.88% |
15.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'738 CHF | 16'238 CHF | 100.00% | 100.00% |
14.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'662 CHF | 15'162 CHF | 99.63% | 99.63% |
13.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'759 CHF | 14'259 CHF | 99.96% | 99.96% |
12.11.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'571 CHF | 14'071 CHF | 99.83% | 99.83% |
11.11.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'747 CHF | 18'247 CHF | 99.80% | 99.80% |
08.11.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'405 CHF | 15'905 CHF | 99.86% | 99.86% |
07.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'201 CHF | 15'701 CHF | 99.89% | 99.89% |