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 | 3.24% | 0.30 CHF | 0.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'079 CHF | 6'279 CHF | 99.97% | 99.97% |
19.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'045 CHF | 6'245 CHF | 99.81% | 99.81% |
18.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 5'988 CHF | 6'188 CHF | 99.90% | 99.90% |
15.11.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 5'491 CHF | 5'691 CHF | 100.00% | 100.00% |
14.11.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'988 CHF | 5'188 CHF | 99.71% | 99.71% |
13.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'880 CHF | 5'080 CHF | 99.96% | 99.96% |
12.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'443 CHF | 4'643 CHF | 99.82% | 99.82% |
11.11.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'248 CHF | 4'448 CHF | 99.79% | 99.79% |
08.11.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'386 CHF | 4'586 CHF | 99.88% | 99.88% |
07.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'437 CHF | 4'637 CHF | 99.90% | 99.90% |