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 | 2.32% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'375 CHF | 21'875 CHF | 99.38% | 99.38% |
19.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'106 CHF | 22'606 CHF | 99.17% | 99.17% |
18.11.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'674 CHF | 26'174 CHF | 99.31% | 99.31% |
15.11.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'031 CHF | 28'531 CHF | 99.39% | 99.39% |
14.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'780 CHF | 25'280 CHF | 99.35% | 99.35% |
13.11.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'947 CHF | 26'447 CHF | 99.39% | 99.39% |
12.11.2024 | 1.70% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'188 CHF | 29'688 CHF | 99.08% | 99.08% |
11.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.27% | 99.27% |
08.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.39% | 99.39% |
07.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.27% | 99.27% |