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 | 2.32% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'316 CHF | 21'816 CHF | 99.97% | 99.97% |
19.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'067 CHF | 19'567 CHF | 99.85% | 99.85% |
18.11.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'185 CHF | 20'685 CHF | 99.93% | 99.93% |
15.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'492 CHF | 20'992 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'507 CHF | 20'007 CHF | 99.66% | 99.66% |
13.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'091 CHF | 17'591 CHF | 99.96% | 99.96% |
12.11.2024 | 2.66% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'589 CHF | 19'089 CHF | 99.79% | 99.79% |
11.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'227 CHF | 19'727 CHF | 99.81% | 99.81% |
08.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'537 CHF | 19'037 CHF | 99.88% | 99.88% |
07.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'325 CHF | 19'825 CHF | 99.90% | 99.90% |