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 | 3.65% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'532 CHF | 14'032 CHF | 99.39% | 99.39% |
19.11.2024 | 3.48% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'298 CHF | 14'798 CHF | 99.13% | 99.13% |
18.11.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'887 CHF | 18'387 CHF | 99.31% | 99.31% |
15.11.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'184 CHF | 20'684 CHF | 99.39% | 99.39% |
14.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'933 CHF | 17'433 CHF | 99.35% | 99.35% |
13.11.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'102 CHF | 18'602 CHF | 99.39% | 99.39% |
12.11.2024 | 2.32% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'354 CHF | 21'854 CHF | 99.08% | 99.08% |