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 | 3.58% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'743 CHF | 14'243 CHF | 99.96% | 99.96% |
19.11.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'135 CHF | 15'635 CHF | 97.16% | 97.16% |
18.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 49'220 | 49'219 | 15'883 CHF | 16'375 CHF | 99.88% | 99.88% |
15.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'273 CHF | 16'773 CHF | 100.00% | 100.00% |
14.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'859 CHF | 16'359 CHF | 99.52% | 99.52% |
13.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'904 CHF | 16'404 CHF | 99.96% | 99.96% |
12.11.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'916 CHF | 15'416 CHF | 99.75% | 99.75% |
11.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'087 CHF | 14'587 CHF | 99.81% | 99.81% |
08.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'612 CHF | 15'112 CHF | 99.84% | 99.84% |
07.11.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'554 CHF | 15'054 CHF | 96.72% | 96.72% |