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 | 2.27% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'813 CHF | 22'313 CHF | 99.39% | 99.39% |
19.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'615 CHF | 21'115 CHF | 99.31% | 99.31% |
18.11.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'210 CHF | 24'710 CHF | 99.31% | 99.31% |
15.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'807 CHF | 24'307 CHF | 99.39% | 99.39% |
14.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'640 CHF | 16'140 CHF | 99.39% | 99.39% |
13.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'202 CHF | 15'702 CHF | 99.39% | 99.39% |
12.11.2024 | 3.04% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'213 CHF | 16'713 CHF | 99.07% | 99.07% |
11.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'319 CHF | 17'819 CHF | 91.09% | 91.09% |
08.11.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'674 CHF | 13'174 CHF | 99.38% | 99.38% |
07.11.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'087 CHF | 12'587 CHF | 99.28% | 99.28% |