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% | 0.52 CHF | 0.53 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'192 CHF | 16'492 CHF | 99.98% | 99.98% |
19.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'764 CHF | 17'064 CHF | 99.88% | 99.88% |
18.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'800 CHF | 17'100 CHF | 99.95% | 99.95% |
15.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'217 CHF | 16'517 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.60 CHF | 0.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'189 CHF | 16'489 CHF | 99.66% | 99.66% |
13.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'425 CHF | 13'725 CHF | 99.96% | 99.96% |
12.11.2024 | 2.10% | 0.44 CHF | 0.45 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 14'153 CHF | 14'453 CHF | 99.81% | 99.81% |
11.11.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 15'951 CHF | 16'251 CHF | 99.79% | 99.79% |
08.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 16'587 CHF | 16'887 CHF | 99.80% | 99.80% |
07.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'052 CHF | 18'352 CHF | 99.88% | 99.88% |