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 | 4.65% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'565 CHF | 11'065 CHF | 99.38% | 99.38% |
19.11.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'728 CHF | 12'228 CHF | 99.29% | 99.29% |
18.11.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'253 CHF | 8'753 CHF | 99.31% | 99.31% |
15.11.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'721 CHF | 9'221 CHF | 99.38% | 99.38% |
14.11.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'858 CHF | 17'358 CHF | 99.39% | 99.39% |
13.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'313 CHF | 17'813 CHF | 99.38% | 99.38% |
12.11.2024 | 3.03% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'285 CHF | 16'785 CHF | 99.08% | 99.08% |
11.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'216 CHF | 15'716 CHF | 91.09% | 91.09% |
08.11.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'936 CHF | 20'436 CHF | 99.39% | 99.39% |
07.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'705 CHF | 21'205 CHF | 99.28% | 99.28% |