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 | 1.93% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'666 CHF | 104'666 CHF | 99.39% | 99.39% |
19.11.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'833 CHF | 52'833 CHF | 99.30% | 99.30% |
18.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'814 CHF | 52'814 CHF | 99.29% | 99.29% |
15.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'865 CHF | 49'865 CHF | 99.39% | 99.39% |
14.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'198 CHF | 56'198 CHF | 99.39% | 99.39% |
13.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'176 CHF | 56'176 CHF | 99.38% | 99.38% |
12.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'830 CHF | 50'830 CHF | 99.08% | 99.08% |
11.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'836 CHF | 50'836 CHF | 99.24% | 99.24% |
08.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'683 CHF | 50'683 CHF | 99.39% | 99.39% |
07.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'128 CHF | 48'128 CHF | 99.28% | 99.28% |