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 | 1.66% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'522 CHF | 22'899 CHF | 100.00% | 100.00% |
19.11.2024 | 2.13% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 23'353 | 23'353 | 19'676 CHF | 20'071 CHF | 94.92% | 94.92% |
18.11.2024 | 2.16% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'010 CHF | 17'381 CHF | 100.00% | 100.00% |
15.11.2024 | 2.46% | 0.67 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'537 CHF | 16'948 CHF | 100.00% | 100.00% |
14.11.2024 | 2.60% | 0.59 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'291 CHF | 15'693 CHF | 99.44% | 99.44% |
13.11.2024 | 2.34% | 0.63 CHF | 0.65 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 16'745 CHF | 17'139 CHF | 98.88% | 98.88% |
12.11.2024 | 3.13% | 0.55 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'627 CHF | 13'028 CHF | 100.00% | 100.00% |
11.11.2024 | 3.66% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'210 CHF | 10'590 CHF | 100.00% | 100.00% |
08.11.2024 | 3.14% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'675 CHF | 13'079 CHF | 100.00% | 100.00% |
07.11.2024 | 3.51% | 0.53 CHF | 0.55 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 11'756 CHF | 12'173 CHF | 99.06% | 99.06% |