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 | 4.12% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'976 CHF | 6'226 CHF | 99.95% | 99.95% |
19.11.2024 | 4.84% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'310 | 25'312 | 5'124 CHF | 5'377 CHF | 97.15% | 97.15% |
18.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 34'657 | 34'662 | 6'173 CHF | 6'521 CHF | 99.88% | 99.88% |
15.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 38'459 | 38'457 | 6'884 CHF | 7'269 CHF | 100.00% | 100.00% |
14.11.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'681 CHF | 4'931 CHF | 99.52% | 99.52% |
13.11.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'731 CHF | 4'981 CHF | 99.96% | 99.96% |
12.11.2024 | 4.62% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'287 CHF | 5'537 CHF | 99.75% | 99.75% |
11.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'005 CHF | 6'255 CHF | 99.80% | 99.80% |
08.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'592 CHF | 5'842 CHF | 99.83% | 99.83% |
07.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'707 CHF | 5'957 CHF | 96.72% | 96.72% |