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 | 2.14% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'090 CHF | 23'590 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'957 CHF | 25'457 CHF | 99.94% | 99.94% |
18.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'120 CHF | 24'620 CHF | 99.64% | 99.64% |
15.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'927 CHF | 24'427 CHF | 100.00% | 100.00% |
14.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'588 CHF | 23'088 CHF | 99.44% | 99.44% |
13.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 49'819 | 49'819 | 22'213 CHF | 22'713 CHF | 98.88% | 98.88% |
12.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'056 CHF | 21'556 CHF | 97.96% | 97.96% |
11.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'609 CHF | 20'109 CHF | 77.73% | 77.73% |
08.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'169 CHF | 19'669 CHF | 88.69% | 88.69% |
07.11.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 18'326 CHF | 18'826 CHF | 99.06% | 99.06% |