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 | 1.66% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'964 CHF | 15'214 CHF | 99.38% | 99.38% |
19.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'105 CHF | 15'355 CHF | 91.15% | 91.15% |
18.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'671 CHF | 14'921 CHF | 99.30% | 99.30% |
15.11.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'632 CHF | 13'882 CHF | 99.39% | 99.39% |
14.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'790 CHF | 13'040 CHF | 99.35% | 99.35% |
13.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'907 CHF | 13'157 CHF | 99.39% | 99.39% |
12.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'030 CHF | 12'280 CHF | 99.04% | 99.04% |
11.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'213 CHF | 12'463 CHF | 99.30% | 99.30% |
08.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'266 CHF | 12'516 CHF | 99.39% | 99.39% |
07.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'393 CHF | 11'643 CHF | 99.30% | 99.30% |