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 | 5.77% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'546 CHF | 9'046 CHF | 30.33% | 30.33% |
19.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'879 CHF | 12'379 CHF | 99.30% | 99.30% |
18.11.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'556 CHF | 16'056 CHF | 99.30% | 99.30% |
15.11.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'357 CHF | 16'857 CHF | 99.39% | 99.39% |
14.11.2024 | 3.30% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'959 CHF | 15'459 CHF | 99.36% | 99.36% |
13.11.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'251 CHF | 15'751 CHF | 99.36% | 99.36% |
12.11.2024 | 2.54% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'494 CHF | 19'994 CHF | 99.09% | 99.09% |
11.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'938 CHF | 19'438 CHF | 99.25% | 99.25% |
08.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'305 CHF | 19'805 CHF | 99.39% | 99.39% |
07.11.2024 | 2.33% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'223 CHF | 21'723 CHF | 99.26% | 99.26% |