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 | 1.56% | 0.68 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'933 CHF | 16'183 CHF | 99.95% | 99.95% |
19.11.2024 | 1.88% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'223 CHF | 13'473 CHF | 99.81% | 99.81% |
18.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'233 CHF | 15'483 CHF | 99.89% | 99.89% |
15.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'581 CHF | 16'831 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'765 CHF | 16'015 CHF | 99.53% | 99.53% |
13.11.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'065 CHF | 12'315 CHF | 99.95% | 99.95% |
12.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'774 CHF | 14'024 CHF | 99.76% | 99.76% |
11.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'186 CHF | 14'436 CHF | 99.79% | 99.79% |
08.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'477 CHF | 12'727 CHF | 99.86% | 99.86% |
07.11.2024 | 1.82% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'630 CHF | 13'880 CHF | 99.92% | 99.92% |