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 | 4.94% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'943 CHF | 5'193 CHF | 99.97% | 99.97% |
19.11.2024 | 6.21% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 42'775 | 42'775 | 6'594 CHF | 7'022 CHF | 99.81% | 99.81% |
18.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'261 | 25'261 | 4'754 CHF | 5'006 CHF | 99.91% | 99.91% |
15.11.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'282 CHF | 5'532 CHF | 100.00% | 100.00% |
14.11.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'106 | 25'108 | 4'887 CHF | 5'139 CHF | 99.55% | 99.55% |
13.11.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'684 CHF | 7'184 CHF | 99.95% | 99.95% |
12.11.2024 | 6.00% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 32'907 | 32'907 | 5'252 CHF | 5'581 CHF | 99.78% | 99.78% |
11.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 26'712 | 26'716 | 4'428 CHF | 4'696 CHF | 99.79% | 99.79% |
08.11.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'236 CHF | 7'736 CHF | 99.84% | 99.84% |
07.11.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 38'670 | 38'670 | 6'162 CHF | 6'549 CHF | 99.91% | 99.91% |