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 | 5.82% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'363 CHF | 8'863 CHF | 99.95% | 99.95% |
19.11.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'374 CHF | 7'874 CHF | 97.11% | 97.11% |
18.11.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'605 CHF | 7'105 CHF | 99.88% | 99.88% |
15.11.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'692 CHF | 7'192 CHF | 100.00% | 100.00% |
14.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'009 CHF | 7'509 CHF | 99.52% | 99.52% |
13.11.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'057 CHF | 7'557 CHF | 99.95% | 99.95% |
12.11.2024 | 6.22% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'800 CHF | 8'300 CHF | 99.75% | 99.75% |
11.11.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'590 CHF | 9'090 CHF | 99.80% | 99.80% |
08.11.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'056 CHF | 8'556 CHF | 99.83% | 99.83% |
07.11.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'189 CHF | 8'689 CHF | 96.73% | 96.73% |