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 | 1.81% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'684 CHF | 13'934 CHF | 99.97% | 99.97% |
19.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'068 CHF | 13'318 CHF | 99.85% | 99.85% |
18.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'155 CHF | 14'405 CHF | 99.95% | 99.95% |
15.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'217 CHF | 14'467 CHF | 100.00% | 100.00% |
14.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'605 CHF | 13'855 CHF | 99.65% | 99.65% |
13.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'134 CHF | 13'384 CHF | 99.95% | 99.95% |
12.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'043 CHF | 13'293 CHF | 99.83% | 99.83% |
11.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'303 CHF | 15'553 CHF | 99.82% | 99.82% |
08.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'966 CHF | 14'216 CHF | 99.85% | 99.85% |
07.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'834 CHF | 14'084 CHF | 99.91% | 99.91% |