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% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'685 CHF | 17'185 CHF | 99.53% | 99.53% |
19.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'285 CHF | 17'785 CHF | 99.44% | 99.50% |
18.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'841 CHF | 18'341 CHF | 99.51% | 99.51% |
15.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'030 CHF | 19'530 CHF | 98.95% | 98.95% |
14.11.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'787 CHF | 21'387 CHF | 99.57% | 99.57% |
13.11.2024 | 2.60% | 0.31 CHF | 0.32 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 17'291 CHF | 17'741 CHF | 99.10% | 99.10% |
12.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 20'545 CHF | 20'995 CHF | 99.57% | 99.57% |
11.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 20'912 CHF | 21'362 CHF | 99.52% | 99.52% |
08.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 18'559 CHF | 18'959 CHF | 99.50% | 99.50% |
07.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 23'405 CHF | 23'855 CHF | 99.05% | 99.05% |