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 | 1.12% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'436 CHF | 44'936 CHF | 99.97% | 99.97% |
19.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'907 CHF | 43'407 CHF | 99.85% | 99.85% |
18.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'851 CHF | 43'351 CHF | 99.89% | 99.89% |
15.11.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'343 CHF | 38'843 CHF | 99.43% | 99.43% |
14.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'268 CHF | 35'768 CHF | 99.75% | 99.75% |
13.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'296 CHF | 38'796 CHF | 99.72% | 99.72% |
12.11.2024 | 1.49% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'415 CHF | 33'915 CHF | 93.53% | 93.53% |
11.11.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'212 CHF | 31'712 CHF | 99.88% | 99.88% |
08.11.2024 | 1.70% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'278 CHF | 29'778 CHF | 99.88% | 99.88% |
07.11.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'678 CHF | 30'178 CHF | 74.47% | 74.47% |