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 | 1.36% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'446 CHF | 36'946 CHF | 99.95% | 99.95% |
19.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'602 CHF | 35'102 CHF | 99.80% | 99.80% |
18.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'161 CHF | 34'661 CHF | 99.90% | 99.90% |
15.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'537 CHF | 32'037 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'100 CHF | 29'600 CHF | 99.58% | 99.58% |
13.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'116 CHF | 29'616 CHF | 99.94% | 99.94% |
12.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'887 CHF | 31'387 CHF | 99.76% | 99.76% |
11.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'419 CHF | 33'919 CHF | 99.78% | 99.78% |
08.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'739 CHF | 31'239 CHF | 99.88% | 99.88% |
07.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'643 CHF | 33'143 CHF | 99.89% | 99.89% |