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 | 2.71% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'105 CHF | 9'355 CHF | 99.39% | 99.39% |
19.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'184 CHF | 9'434 CHF | 96.25% | 96.25% |
18.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'749 CHF | 8'999 CHF | 99.30% | 99.30% |
15.11.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'685 CHF | 7'935 CHF | 99.39% | 99.39% |
14.11.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'853 CHF | 7'103 CHF | 99.35% | 99.35% |
13.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'009 CHF | 7'259 CHF | 99.39% | 99.39% |
12.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'111 CHF | 6'361 CHF | 99.03% | 99.03% |
11.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'273 CHF | 6'523 CHF | 99.29% | 99.29% |
08.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'328 CHF | 6'578 CHF | 99.39% | 99.39% |
07.11.2024 | 4.51% | 0.24 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'451 CHF | 5'701 CHF | 99.30% | 99.30% |