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 | 2.64% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'677 CHF | 19'177 CHF | 99.97% | 99.97% |
19.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'395 CHF | 19'895 CHF | 99.88% | 99.88% |
18.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'225 CHF | 19'725 CHF | 99.95% | 99.95% |
15.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'272 CHF | 19'772 CHF | 100.00% | 100.00% |
14.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'690 CHF | 20'190 CHF | 99.78% | 99.78% |
13.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'036 CHF | 20'536 CHF | 99.94% | 99.94% |
12.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'990 CHF | 19'490 CHF | 99.77% | 99.77% |
11.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'933 CHF | 18'433 CHF | 99.82% | 99.82% |
08.11.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'018 CHF | 18'518 CHF | 99.83% | 99.83% |
07.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'611 CHF | 18'111 CHF | 99.90% | 99.90% |