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 | 2.34% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'575 CHF | 10'825 CHF | 99.95% | 99.95% |
19.11.2024 | 3.17% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'814 CHF | 8'064 CHF | 99.81% | 99.81% |
18.11.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'852 CHF | 10'102 CHF | 99.90% | 99.90% |
15.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'341 CHF | 11'591 CHF | 100.00% | 100.00% |
14.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'515 CHF | 10'765 CHF | 99.60% | 99.60% |
13.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'726 CHF | 6'976 CHF | 99.95% | 99.95% |
12.11.2024 | 2.97% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'310 CHF | 8'560 CHF | 99.78% | 99.78% |
11.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'929 CHF | 9'179 CHF | 99.79% | 99.79% |
08.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'204 CHF | 7'454 CHF | 99.88% | 99.88% |
07.11.2024 | 2.93% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'425 CHF | 8'675 CHF | 99.91% | 99.91% |