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 | 4.34% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'636 CHF | 5'886 CHF | 99.95% | 99.95% |
19.11.2024 | 3.80% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'473 CHF | 6'723 CHF | 99.81% | 99.81% |
18.11.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'524 CHF | 5'774 CHF | 99.90% | 99.90% |
15.11.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'170 CHF | 5'420 CHF | 100.00% | 100.00% |
14.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'470 CHF | 5'720 CHF | 99.63% | 99.63% |
13.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'279 CHF | 7'529 CHF | 99.95% | 99.95% |
12.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'656 CHF | 6'906 CHF | 99.75% | 99.75% |
11.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'462 CHF | 6'712 CHF | 99.77% | 99.77% |
08.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'471 CHF | 7'721 CHF | 99.88% | 99.88% |
07.11.2024 | 3.46% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'111 CHF | 7'361 CHF | 99.91% | 99.91% |