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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 8.87% | 0.34 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'093 CHF | 8'843 CHF | 100.00% | 100.00% |
20.11.2024 | 9.69% | 0.32 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'376 CHF | 8'126 CHF | 100.00% | 100.00% |
19.11.2024 | 10.01% | 0.27 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'580 CHF | 7'273 CHF | 100.00% | 100.00% |
18.11.2024 | 9.17% | 0.27 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'743 CHF | 7'391 CHF | 99.63% | 99.63% |
15.11.2024 | 9.11% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'968 CHF | 7'634 CHF | 100.00% | 100.00% |
14.11.2024 | 8.06% | 0.29 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'077 CHF | 7'671 CHF | 99.44% | 99.44% |
13.11.2024 | 9.30% | 0.28 CHF | 0.31 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 6'920 CHF | 7'592 CHF | 98.88% | 98.88% |
12.11.2024 | 9.58% | 0.26 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'982 CHF | 7'684 CHF | 100.00% | 100.00% |
11.11.2024 | 9.00% | 0.31 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'732 CHF | 8'461 CHF | 100.00% | 100.00% |
08.11.2024 | 8.94% | 0.30 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'523 CHF | 8'228 CHF | 100.00% | 100.00% |