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 | 9.87% | 0.17 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'840 CHF | 5'340 CHF | 99.53% | 99.53% |
19.11.2024 | 8.69% | 0.22 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'527 CHF | 6'027 CHF | 99.48% | 99.48% |
18.11.2024 | 7.80% | 0.26 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'173 CHF | 6'673 CHF | 98.76% | 98.76% |
15.11.2024 | 6.51% | 0.31 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'436 CHF | 7'936 CHF | 98.94% | 98.94% |
14.11.2024 | 8.89% | 0.25 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'474 CHF | 5'974 CHF | 99.56% | 99.56% |
13.11.2024 | 7.42% | 0.14 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'054 CHF | 7'554 CHF | 97.03% | 97.03% |
12.11.2024 | 4.62% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'581 CHF | 11'081 CHF | 99.55% | 99.55% |
11.11.2024 | 4.49% | 0.44 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'888 CHF | 11'388 CHF | 99.50% | 99.50% |
08.11.2024 | 4.50% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'876 CHF | 11'376 CHF | 99.50% | 99.50% |
07.11.2024 | 3.69% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'316 CHF | 13'816 CHF | 98.82% | 98.82% |