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 | 3.02% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'167 CHF | 8'417 CHF | 99.97% | 99.97% |
19.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'264 CHF | 8'514 CHF | 99.06% | 99.06% |
18.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'107 CHF | 8'357 CHF | 98.36% | 98.36% |
15.11.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'817 CHF | 8'067 CHF | 100.00% | 100.00% |
14.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'141 CHF | 8'391 CHF | 99.71% | 99.71% |
13.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'643 CHF | 8'893 CHF | 99.97% | 99.97% |
12.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'365 CHF | 8'615 CHF | 99.81% | 99.81% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'000 CHF | 8'250 CHF | 99.89% | 99.89% |
08.11.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'114 CHF | 8'364 CHF | 99.88% | 99.88% |
07.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'775 CHF | 8'025 CHF | 99.90% | 99.90% |