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 | 5.41% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'037 CHF | 9'537 CHF | 99.95% | 99.95% |
19.11.2024 | 6.28% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'730 CHF | 8'230 CHF | 97.16% | 97.16% |
18.11.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'877 CHF | 7'377 CHF | 99.88% | 99.88% |
15.11.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'931 CHF | 7'431 CHF | 100.00% | 100.00% |
14.11.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'164 CHF | 7'664 CHF | 99.52% | 99.52% |
13.11.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'243 CHF | 7'743 CHF | 99.95% | 99.95% |
12.11.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'148 CHF | 8'648 CHF | 99.75% | 99.75% |
11.11.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'218 CHF | 9'718 CHF | 99.81% | 99.81% |
08.11.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'581 CHF | 9'081 CHF | 99.82% | 99.82% |
07.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'867 CHF | 9'367 CHF | 96.72% | 96.72% |