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 | 1.52% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'766 CHF | 33'266 CHF | 99.97% | 99.97% |
19.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'169 CHF | 35'669 CHF | 99.80% | 99.80% |
18.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'734 CHF | 35'234 CHF | 99.89% | 99.89% |
15.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'814 CHF | 35'314 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'798 CHF | 37'298 CHF | 99.61% | 99.61% |
13.11.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'414 CHF | 38'914 CHF | 99.93% | 99.93% |
12.11.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'469 CHF | 33'969 CHF | 99.76% | 99.76% |
11.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'580 CHF | 30'080 CHF | 99.81% | 99.81% |
08.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'428 CHF | 30'928 CHF | 99.85% | 99.85% |
07.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'244 CHF | 28'744 CHF | 99.89% | 99.89% |