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 | 2.02% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'548 CHF | 25'048 CHF | 99.39% | 99.39% |
19.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'484 CHF | 12'734 CHF | 99.30% | 99.30% |
18.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'998 CHF | 15'248 CHF | 99.27% | 99.27% |
15.11.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'048 CHF | 17'298 CHF | 99.39% | 99.39% |
14.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'586 CHF | 17'836 CHF | 99.39% | 99.39% |
13.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'874 CHF | 17'124 CHF | 99.36% | 99.36% |
12.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'886 CHF | 18'136 CHF | 99.08% | 99.08% |
11.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'959 CHF | 20'209 CHF | 99.31% | 99.31% |
08.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'804 CHF | 20'054 CHF | 99.38% | 99.38% |
07.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'740 CHF | 20'990 CHF | 99.28% | 99.28% |