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 | 3.04% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'186 CHF | 16'686 CHF | 99.97% | 99.97% |
19.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'291 CHF | 16'791 CHF | 99.81% | 99.81% |
18.11.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'545 CHF | 17'045 CHF | 99.93% | 99.93% |
15.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'273 CHF | 17'773 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'001 CHF | 17'501 CHF | 99.74% | 99.74% |
13.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'951 CHF | 17'451 CHF | 99.95% | 99.95% |
12.11.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'782 CHF | 16'282 CHF | 99.77% | 99.77% |
11.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'397 CHF | 15'897 CHF | 99.91% | 99.91% |
08.11.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'352 CHF | 16'852 CHF | 99.86% | 99.86% |
07.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'503 CHF | 17'003 CHF | 99.90% | 99.90% |