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 | 1.63% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'447 CHF | 30'947 CHF | 99.97% | 99.97% |
19.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'109 CHF | 30'609 CHF | 99.85% | 99.85% |
18.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'269 CHF | 32'769 CHF | 99.89% | 99.89% |
15.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'369 CHF | 33'869 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'443 CHF | 33'943 CHF | 99.60% | 99.60% |
13.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'364 CHF | 32'864 CHF | 99.97% | 99.97% |
12.11.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'117 CHF | 35'617 CHF | 99.82% | 99.82% |
11.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'129 CHF | 37'629 CHF | 99.82% | 99.82% |
08.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'981 CHF | 35'481 CHF | 99.82% | 99.82% |
07.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'151 CHF | 34'651 CHF | 99.89% | 99.89% |