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 | 3.96% | 0.28 CHF | 0.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'670 CHF | 7'978 CHF | 99.49% | 99.49% |
19.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 9'183 CHF | 9'496 CHF | 97.56% | 97.56% |
18.11.2024 | 6.56% | 0.23 CHF | 0.25 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'087 CHF | 7'562 CHF | 99.40% | 99.40% |
15.11.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'816 CHF | 8'116 CHF | 98.87% | 98.87% |
14.11.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 9'123 CHF | 9'423 CHF | 99.50% | 99.50% |
13.11.2024 | 3.01% | 0.39 CHF | 0.40 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 9'885 CHF | 10'185 CHF | 95.77% | 95.77% |
12.11.2024 | 3.63% | 0.32 CHF | 0.33 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 8'145 CHF | 8'445 CHF | 99.57% | 99.57% |
11.11.2024 | 3.63% | 0.23 CHF | 0.25 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 8'532 CHF | 8'844 CHF | 94.73% | 94.73% |
08.11.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'800 CHF | 11'100 CHF | 91.97% | 91.97% |
07.11.2024 | 11.52% | 0.26 CHF | 0.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 6'735 CHF | 7'532 CHF | 99.54% | 99.54% |