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 | 2.47% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'034 CHF | 10'284 CHF | 99.95% | 99.95% |
19.11.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'856 CHF | 9'106 CHF | 97.12% | 97.12% |
18.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'082 CHF | 8'332 CHF | 99.88% | 99.88% |
15.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'098 CHF | 8'348 CHF | 100.00% | 100.00% |
14.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'367 CHF | 8'617 CHF | 99.53% | 99.53% |
13.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'481 CHF | 8'731 CHF | 99.96% | 99.96% |
12.11.2024 | 2.67% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'233 CHF | 9'483 CHF | 99.75% | 99.75% |
11.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'052 CHF | 10'302 CHF | 99.81% | 99.81% |
08.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'539 CHF | 9'789 CHF | 99.82% | 99.82% |
07.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'670 CHF | 9'920 CHF | 96.73% | 96.73% |