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 | 4.27% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'762 CHF | 6'012 CHF | 99.96% | 99.96% |
19.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'711 CHF | 5'961 CHF | 99.85% | 99.85% |
18.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'999 CHF | 6'249 CHF | 99.89% | 99.89% |
15.11.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'230 CHF | 6'480 CHF | 100.00% | 100.00% |
14.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'717 CHF | 5'967 CHF | 99.65% | 99.65% |
13.11.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'807 CHF | 5'057 CHF | 99.93% | 99.93% |
12.11.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'103 CHF | 5'353 CHF | 99.77% | 99.77% |
11.11.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'133 CHF | 6'383 CHF | 99.82% | 99.82% |
08.11.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'976 CHF | 6'226 CHF | 99.81% | 99.81% |
07.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'409 CHF | 5'659 CHF | 99.90% | 99.90% |