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 | 1.81% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'331 CHF | 27'831 CHF | 99.97% | 99.97% |
19.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'729 CHF | 26'229 CHF | 99.85% | 99.85% |
18.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'716 CHF | 26'216 CHF | 99.90% | 99.90% |
15.11.2024 | 2.33% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'240 CHF | 21'740 CHF | 99.44% | 99.44% |
14.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'091 CHF | 18'591 CHF | 99.66% | 99.66% |
13.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'190 CHF | 22'690 CHF | 3.84% | 3.84% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |