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 | 3.62% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'813 CHF | 7'063 CHF | 99.88% | 99.95% |
19.11.2024 | 4.11% | 0.26 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'966 CHF | 6'216 CHF | 97.13% | 97.13% |
18.11.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 26'082 | 26'082 | 5'559 CHF | 5'820 CHF | 99.88% | 99.88% |
15.11.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 26'741 | 26'741 | 5'721 CHF | 5'988 CHF | 100.00% | 100.00% |
14.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'586 CHF | 5'836 CHF | 99.52% | 99.52% |
13.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'666 CHF | 5'916 CHF | 99.95% | 99.95% |
12.11.2024 | 3.91% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'274 CHF | 6'524 CHF | 99.75% | 99.75% |
11.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'953 CHF | 7'203 CHF | 99.80% | 99.80% |
08.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'554 CHF | 6'804 CHF | 99.83% | 99.83% |
07.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'670 CHF | 6'920 CHF | 96.72% | 96.72% |