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 | 2.76% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'931 CHF | 9'181 CHF | 99.36% | 99.36% |
20.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'995 CHF | 10'245 CHF | 99.38% | 99.38% |
19.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'019 CHF | 8'269 CHF | 99.27% | 99.27% |
18.11.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'811 CHF | 10'061 CHF | 99.29% | 99.29% |
15.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'751 CHF | 11'001 CHF | 99.38% | 99.38% |
14.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'222 CHF | 10'472 CHF | 99.38% | 99.38% |
13.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'278 CHF | 9'528 CHF | 99.39% | 99.39% |
12.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'907 CHF | 9'157 CHF | 99.09% | 99.09% |
11.11.2024 | 2.69% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'195 CHF | 9'445 CHF | 99.29% | 99.29% |
08.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'754 CHF | 10'004 CHF | 99.38% | 99.38% |