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 | 1.50% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'178 CHF | 33'678 CHF | 99.97% | 99.97% |
19.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'793 CHF | 34'293 CHF | 99.79% | 99.79% |
18.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'514 CHF | 33'014 CHF | 99.95% | 99.95% |
15.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'920 CHF | 31'420 CHF | 100.00% | 100.00% |
14.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'971 CHF | 31'471 CHF | 99.49% | 99.49% |
13.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'371 CHF | 24'871 CHF | 99.95% | 99.95% |
12.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'309 CHF | 23'809 CHF | 99.82% | 99.82% |
11.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'429 CHF | 21'929 CHF | 99.82% | 99.82% |
08.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'664 CHF | 22'164 CHF | 99.89% | 99.89% |
07.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'468 CHF | 17'968 CHF | 99.60% | 99.60% |