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 | 5.36% | 0.46 CHF | 0.48 CHF | 20'000 | 20'000 | 19'998 | 19'998 | 9'134 CHF | 9'637 CHF | 99.21% | 99.21% |
19.11.2024 | 6.63% | 0.37 CHF | 0.40 CHF | 20'000 | 20'000 | 19'996 | 19'996 | 7'445 CHF | 7'952 CHF | 99.35% | 99.35% |
18.11.2024 | 5.78% | 0.48 CHF | 0.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 9'519 CHF | 10'086 CHF | 99.84% | 99.84% |
15.11.2024 | 5.33% | 0.51 CHF | 0.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'012 CHF | 11'612 CHF | 99.34% | 99.34% |
14.11.2024 | 5.58% | 0.62 CHF | 0.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'440 CHF | 11'036 CHF | 98.34% | 98.34% |
13.11.2024 | 6.07% | 0.47 CHF | 0.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'123 CHF | 8'628 CHF | 99.90% | 99.90% |
12.11.2024 | 4.57% | 0.56 CHF | 0.59 CHF | 20'000 | 20'000 | 11'483 | 11'483 | 7'284 CHF | 7'628 CHF | 99.32% | 99.32% |
11.11.2024 | 4.15% | 0.72 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'166 CHF | 14'766 CHF | 99.70% | 99.70% |
08.11.2024 | 4.95% | 0.58 CHF | 0.61 CHF | 20'000 | 20'000 | 19'993 | 19'993 | 11'837 CHF | 12'437 CHF | 98.31% | 98.31% |
07.11.2024 | 4.48% | 0.66 CHF | 0.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'122 CHF | 13'722 CHF | 99.64% | 99.64% |