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 | 3.97% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'346 CHF | 12'846 CHF | 99.98% | 99.98% |
19.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'419 CHF | 12'919 CHF | 99.80% | 99.80% |
18.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'248 CHF | 12'748 CHF | 99.88% | 99.88% |
15.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'147 CHF | 12'647 CHF | 100.00% | 100.00% |
14.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'522 CHF | 13'022 CHF | 99.66% | 99.66% |
13.11.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'000 CHF | 13'500 CHF | 99.94% | 99.94% |
12.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'904 CHF | 13'404 CHF | 99.83% | 99.83% |
11.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'268 CHF | 12'768 CHF | 99.78% | 99.78% |
08.11.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'435 CHF | 12'935 CHF | 99.88% | 99.88% |
07.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'657 CHF | 13'157 CHF | 99.90% | 99.90% |