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 | 2.68% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'223 CHF | 9'473 CHF | 99.97% | 99.97% |
19.11.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'202 CHF | 8'452 CHF | 99.85% | 99.85% |
18.11.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'390 CHF | 7'640 CHF | 99.95% | 99.95% |
15.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'403 CHF | 7'653 CHF | 100.00% | 100.00% |
14.11.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'671 CHF | 7'921 CHF | 99.66% | 99.66% |
13.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'756 CHF | 8'006 CHF | 99.95% | 99.95% |
12.11.2024 | 2.91% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'480 CHF | 8'730 CHF | 99.81% | 99.81% |
11.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'209 CHF | 9'459 CHF | 99.77% | 99.77% |
08.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'759 CHF | 9'009 CHF | 99.84% | 99.84% |
07.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'867 CHF | 9'117 CHF | 96.73% | 96.73% |