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 | 4.31% | 0.68 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'044 CHF | 35'544 CHF | 99.97% | 99.97% |
19.11.2024 | 4.69% | 0.64 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'259 CHF | 32'759 CHF | 99.80% | 99.80% |
18.11.2024 | 4.62% | 0.66 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'735 CHF | 33'235 CHF | 99.91% | 99.91% |
15.11.2024 | 4.30% | 0.63 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'146 CHF | 35'646 CHF | 100.00% | 100.00% |
14.11.2024 | 3.97% | 0.74 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'065 CHF | 38'565 CHF | 99.65% | 99.65% |
13.11.2024 | 3.79% | 0.75 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'841 CHF | 40'341 CHF | 99.96% | 99.96% |
12.11.2024 | 3.69% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'954 CHF | 41'454 CHF | 99.83% | 99.83% |
11.11.2024 | 3.39% | 0.86 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'491 CHF | 44'991 CHF | 99.81% | 99.81% |
08.11.2024 | 3.41% | 0.84 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'240 CHF | 44'740 CHF | 99.86% | 99.86% |
07.11.2024 | 3.18% | 0.89 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'469 CHF | 47'969 CHF | 99.90% | 99.90% |