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 | 4.15% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'884 CHF | 12'384 CHF | 99.73% | 99.73% |
19.11.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'630 CHF | 11'130 CHF | 99.51% | 99.51% |
18.11.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 49'998 | 50'000 | 11'690 CHF | 12'190 CHF | 99.95% | 99.95% |
15.11.2024 | 3.05% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 49'974 | 50'000 | 16'193 CHF | 16'701 CHF | 99.61% | 99.61% |
14.11.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'823 CHF | 18'323 CHF | 99.80% | 99.80% |
13.11.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'685 CHF | 17'185 CHF | 99.94% | 99.94% |
12.11.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'157 CHF | 19'657 CHF | 99.84% | 99.84% |
11.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 49'992 | 22'164 CHF | 22'660 CHF | 99.77% | 99.77% |
08.11.2024 | 2.16% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 22'951 CHF | 23'447 CHF | 99.81% | 99.81% |
07.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'542 CHF | 25'042 CHF | 99.88% | 99.88% |