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 | 2.68% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'217 CHF | 9'467 CHF | 99.96% | 99.96% |
19.11.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'004 CHF | 8'254 CHF | 97.15% | 97.15% |
18.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'196 CHF | 7'446 CHF | 99.88% | 99.88% |
15.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'149 CHF | 7'399 CHF | 100.00% | 100.00% |
14.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'450 CHF | 7'700 CHF | 99.53% | 99.53% |
13.11.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'506 CHF | 7'756 CHF | 99.96% | 99.96% |
12.11.2024 | 2.98% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'264 CHF | 8'514 CHF | 99.76% | 99.76% |
11.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'185 CHF | 9'435 CHF | 99.80% | 99.80% |
08.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'681 CHF | 8'931 CHF | 99.83% | 99.83% |
07.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'787 CHF | 9'037 CHF | 96.72% | 96.72% |