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% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'127 CHF | 23'627 CHF | 99.58% | 99.58% |
19.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'604 CHF | 22'104 CHF | 99.49% | 99.49% |
18.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'364 CHF | 25'864 CHF | 99.57% | 99.57% |
15.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'788 CHF | 26'288 CHF | 88.74% | 88.74% |
14.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'880 CHF | 22'380 CHF | 99.48% | 99.48% |
13.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'740 CHF | 23'240 CHF | 97.43% | 97.43% |
12.11.2024 | 1.99% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'890 CHF | 25'390 CHF | 99.55% | 99.55% |
11.11.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'468 CHF | 32'968 CHF | 99.58% | 99.58% |
08.11.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'053 CHF | 29'553 CHF | 99.30% | 99.30% |
07.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'506 CHF | 37'006 CHF | 99.52% | 99.52% |