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 | 1.16% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'724 CHF | 43'224 CHF | 99.95% | 99.95% |
19.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'575 CHF | 41'075 CHF | 99.81% | 99.81% |
18.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'022 CHF | 40'522 CHF | 99.89% | 99.89% |
15.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'056 CHF | 37'556 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'996 CHF | 34'496 CHF | 99.55% | 99.55% |
13.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'937 CHF | 34'437 CHF | 99.94% | 99.94% |
12.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'131 CHF | 36'631 CHF | 99.76% | 99.76% |
11.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'290 CHF | 39'790 CHF | 99.79% | 99.79% |
08.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'924 CHF | 36'424 CHF | 99.88% | 99.88% |
07.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'094 CHF | 38'594 CHF | 99.89% | 99.89% |