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 | 3.67% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'367 CHF | 13'867 CHF | 99.96% | 99.96% |
19.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'601 CHF | 14'101 CHF | 99.86% | 99.86% |
18.11.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'479 CHF | 13'979 CHF | 99.94% | 99.94% |
15.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'028 CHF | 13'528 CHF | 100.00% | 100.00% |
14.11.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 49'980 | 13'226 CHF | 13'720 CHF | 99.84% | 99.84% |
13.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'262 CHF | 12'762 CHF | 99.96% | 99.96% |
12.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'523 CHF | 13'023 CHF | 99.78% | 99.78% |
11.11.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'076 CHF | 14'576 CHF | 99.79% | 99.79% |
08.11.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'685 CHF | 15'185 CHF | 99.88% | 99.88% |
07.11.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'750 CHF | 15'250 CHF | 99.88% | 99.88% |