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 | 1.85% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'401 CHF | 13'651 CHF | 99.96% | 99.96% |
19.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'345 CHF | 13'595 CHF | 99.82% | 99.82% |
18.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'657 CHF | 13'907 CHF | 99.88% | 99.88% |
15.11.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'085 CHF | 14'335 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'371 CHF | 13'621 CHF | 99.71% | 99.71% |
13.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'996 CHF | 12'246 CHF | 99.93% | 99.93% |
12.11.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'350 CHF | 12'600 CHF | 99.76% | 99.76% |
11.11.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'934 CHF | 14'184 CHF | 99.82% | 99.82% |
08.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'721 CHF | 13'971 CHF | 99.83% | 99.83% |
07.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'912 CHF | 13'162 CHF | 99.89% | 99.89% |