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 | 1.84% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'937 CHF | 27'437 CHF | 99.56% | 99.56% |
19.11.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'049 CHF | 25'549 CHF | 99.49% | 99.49% |
18.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'494 CHF | 28'994 CHF | 99.48% | 99.48% |
15.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'475 CHF | 29'975 CHF | 99.53% | 99.53% |
14.11.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'313 CHF | 31'913 CHF | 99.56% | 99.56% |
13.11.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'694 CHF | 27'194 CHF | 99.55% | 99.55% |
12.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'510 CHF | 29'010 CHF | 99.53% | 99.53% |
11.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'792 CHF | 29'292 CHF | 99.51% | 99.51% |
08.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'809 CHF | 29'309 CHF | 99.52% | 99.52% |
07.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'920 CHF | 28'420 CHF | 99.50% | 99.50% |