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 | 3.02% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'376 CHF | 16'876 CHF | 99.96% | 99.96% |
19.11.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'653 CHF | 17'153 CHF | 99.74% | 99.74% |
18.11.2024 | 3.19% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'475 CHF | 15'975 CHF | 99.88% | 99.88% |
15.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'088 CHF | 14'588 CHF | 100.00% | 100.00% |
14.11.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'181 CHF | 15'681 CHF | 99.65% | 99.65% |
13.11.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'830 CHF | 15'330 CHF | 99.95% | 99.95% |
12.11.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'321 CHF | 18'821 CHF | 99.77% | 99.77% |
11.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'401 CHF | 19'901 CHF | 99.80% | 99.80% |
08.11.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'696 CHF | 17'196 CHF | 99.81% | 99.81% |
07.11.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'412 CHF | 16'912 CHF | 99.92% | 99.92% |