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 | 2.95% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'734 CHF | 17'234 CHF | 99.38% | 99.38% |
19.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'523 CHF | 16'023 CHF | 99.28% | 99.28% |
18.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'102 CHF | 19'602 CHF | 99.31% | 99.31% |
15.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'660 CHF | 19'160 CHF | 99.39% | 99.39% |
14.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'538 CHF | 11'038 CHF | 99.39% | 99.39% |
13.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'061 CHF | 10'561 CHF | 99.39% | 99.39% |
12.11.2024 | 4.41% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'124 CHF | 11'624 CHF | 99.08% | 99.08% |