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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.08% | 0.56 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'407 CHF | 15'157 CHF | 100.00% | 100.00% |
20.11.2024 | 4.65% | 0.58 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'153 CHF | 15'874 CHF | 100.00% | 100.00% |
19.11.2024 | 4.24% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'033 CHF | 16'727 CHF | 100.00% | 100.00% |
18.11.2024 | 4.44% | 0.63 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'887 CHF | 16'609 CHF | 99.63% | 99.63% |
15.11.2024 | 3.98% | 0.63 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'726 CHF | 16'366 CHF | 100.00% | 100.00% |
14.11.2024 | 4.47% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'616 CHF | 16'329 CHF | 99.44% | 99.44% |
13.11.2024 | 4.60% | 0.63 CHF | 0.65 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 15'646 CHF | 16'382 CHF | 98.88% | 98.88% |
12.11.2024 | 4.66% | 0.65 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'720 CHF | 16'470 CHF | 100.00% | 100.00% |
11.11.2024 | 4.49% | 0.60 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'018 CHF | 15'707 CHF | 100.00% | 100.00% |
08.11.2024 | 4.23% | 0.61 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'227 CHF | 15'885 CHF | 100.00% | 100.00% |