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 | 2.00% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'698 CHF | 25'198 CHF | 100.00% | 100.00% |
19.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'656 CHF | 27'156 CHF | 99.94% | 99.94% |
18.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'856 CHF | 26'356 CHF | 100.00% | 100.00% |
15.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'703 CHF | 26'203 CHF | 100.00% | 100.00% |
14.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'239 CHF | 24'739 CHF | 99.44% | 99.44% |
13.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 49'819 | 49'819 | 23'871 CHF | 24'373 CHF | 98.88% | 98.88% |
12.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'865 CHF | 23'365 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'317 CHF | 21'817 CHF | 100.00% | 100.00% |
08.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'994 CHF | 21'494 CHF | 88.69% | 88.69% |
07.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 19'960 CHF | 20'447 CHF | 99.06% | 99.06% |