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 | 2.46% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'171 CHF | 20'671 CHF | 99.95% | 99.95% |
19.11.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'952 CHF | 21'452 CHF | 99.78% | 99.78% |
18.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'108 CHF | 25'608 CHF | 99.91% | 99.91% |
15.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'026 CHF | 25'526 CHF | 100.00% | 100.00% |
14.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'183 CHF | 25'683 CHF | 99.78% | 99.78% |
13.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'550 CHF | 28'050 CHF | 99.95% | 99.95% |
12.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'992 CHF | 25'492 CHF | 99.82% | 99.82% |
11.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'025 CHF | 27'525 CHF | 99.84% | 99.84% |
08.11.2024 | 1.58% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'400 CHF | 31'900 CHF | 99.88% | 99.88% |
07.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'985 CHF | 32'485 CHF | 99.90% | 99.90% |