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 | 5.78% | 0.48 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'174 CHF | 25'613 CHF | 99.98% | 99.98% |
19.11.2024 | 5.30% | 0.51 CHF | 0.54 CHF | 50'000 | 50'000 | 49'996 | 49'996 | 27'632 CHF | 29'132 CHF | 99.85% | 99.85% |
18.11.2024 | 4.66% | 0.60 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'467 CHF | 32'967 CHF | 99.54% | 99.54% |
15.11.2024 | 4.56% | 0.66 CHF | 0.69 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 32'249 CHF | 33'749 CHF | 98.98% | 98.98% |
14.11.2024 | 3.37% | 0.80 CHF | 0.83 CHF | 40'000 | 40'000 | 40'163 | 40'163 | 35'403 CHF | 36'610 CHF | 97.78% | 97.78% |
13.11.2024 | 7.25% | 1.01 CHF | 1.04 CHF | 40'000 | 40'000 | 15'488 | 15'488 | 15'080 CHF | 15'708 CHF | 96.76% | 96.76% |
12.11.2024 | 2.59% | 1.10 CHF | 1.13 CHF | 40'000 | 40'000 | 39'987 | 39'987 | 45'694 CHF | 46'894 CHF | 99.36% | 99.36% |
11.11.2024 | 2.58% | 1.16 CHF | 1.19 CHF | 40'000 | 40'000 | 39'987 | 39'987 | 45'968 CHF | 47'168 CHF | 99.99% | 99.99% |
08.11.2024 | 2.80% | 1.10 CHF | 1.13 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 42'327 CHF | 43'527 CHF | 98.88% | 98.88% |
07.11.2024 | 2.79% | 1.06 CHF | 1.09 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 42'396 CHF | 43'596 CHF | 99.69% | 99.69% |