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% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'593 CHF | 7'843 CHF | 99.98% | 99.98% |
19.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'750 CHF | 8'000 CHF | 99.80% | 99.80% |
18.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'279 CHF | 7'529 CHF | 99.89% | 99.89% |
15.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'656 CHF | 6'906 CHF | 100.00% | 100.00% |
14.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'049 CHF | 6'299 CHF | 99.78% | 99.78% |
13.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'060 CHF | 6'310 CHF | 99.97% | 99.97% |
12.11.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'663 CHF | 5'913 CHF | 99.78% | 99.78% |
11.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'232 CHF | 5'482 CHF | 99.78% | 99.78% |
08.11.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'718 CHF | 5'968 CHF | 99.88% | 99.88% |
07.11.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'030 CHF | 6'280 CHF | 99.89% | 99.89% |