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 | 1.73% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'300 CHF | 14'550 CHF | 99.97% | 99.97% |
19.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'247 CHF | 13'497 CHF | 99.85% | 99.85% |
18.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'469 CHF | 12'719 CHF | 99.95% | 99.95% |
15.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'478 CHF | 12'728 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'763 CHF | 13'013 CHF | 99.66% | 99.66% |
13.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'775 CHF | 13'025 CHF | 99.95% | 99.95% |
12.11.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'503 CHF | 13'753 CHF | 99.82% | 99.82% |
11.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'250 CHF | 14'500 CHF | 99.77% | 99.77% |
08.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'789 CHF | 14'039 CHF | 99.83% | 99.83% |
07.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'924 CHF | 14'174 CHF | 96.73% | 96.73% |