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 | 2.82% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'467 CHF | 17'967 CHF | 99.97% | 99.97% |
19.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'695 CHF | 20'195 CHF | 99.83% | 99.83% |
18.11.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'581 CHF | 19'081 CHF | 99.93% | 99.93% |
15.11.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'366 CHF | 18'866 CHF | 100.00% | 100.00% |
14.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'366 CHF | 19'866 CHF | 99.67% | 99.67% |
13.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'761 CHF | 22'261 CHF | 99.96% | 99.96% |
12.11.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'234 CHF | 20'734 CHF | 99.80% | 99.80% |
11.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'632 CHF | 20'132 CHF | 99.82% | 99.82% |
08.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'377 CHF | 20'877 CHF | 99.89% | 99.89% |
07.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'652 CHF | 20'152 CHF | 99.90% | 99.90% |