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 | 8.62% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'777 CHF | 3'027 CHF | 99.98% | 99.98% |
19.11.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'602 CHF | 2'852 CHF | 99.83% | 99.83% |
18.11.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'096 CHF | 3'346 CHF | 99.91% | 99.91% |
15.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'732 CHF | 3'982 CHF | 100.00% | 100.00% |
14.11.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'331 CHF | 4'581 CHF | 99.72% | 99.72% |
13.11.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'309 CHF | 4'559 CHF | 99.97% | 99.97% |
12.11.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'790 CHF | 5'040 CHF | 99.79% | 99.79% |
11.11.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'184 CHF | 5'434 CHF | 99.78% | 99.78% |
08.11.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'782 CHF | 5'032 CHF | 99.88% | 99.88% |
07.11.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'396 CHF | 4'646 CHF | 99.90% | 99.90% |