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 | 2.11% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'749 CHF | 11'999 CHF | 99.97% | 99.97% |
19.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'249 CHF | 10'499 CHF | 99.83% | 99.83% |
18.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'560 CHF | 10'810 CHF | 99.91% | 99.91% |
15.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'984 CHF | 11'234 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'140 CHF | 11'390 CHF | 99.66% | 99.66% |
13.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'967 CHF | 11'217 CHF | 99.94% | 99.94% |
12.11.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'960 CHF | 11'210 CHF | 99.78% | 99.78% |
11.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'481 CHF | 12'731 CHF | 99.79% | 99.79% |
08.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'203 CHF | 12'453 CHF | 99.88% | 99.88% |
07.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'270 CHF | 13'520 CHF | 99.90% | 99.90% |