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 | 5.99% | 0.77 CHF | 0.82 CHF | 10'000 | 10'000 | 10'000 | 9'961 | 8'120 CHF | 8'589 CHF | 99.97% | 99.97% |
19.11.2024 | 7.07% | 0.67 CHF | 0.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'868 CHF | 7'368 CHF | 97.39% | 97.39% |
18.11.2024 | 5.37% | 0.85 CHF | 0.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'101 CHF | 9'601 CHF | 99.93% | 99.93% |
15.11.2024 | 4.23% | 1.16 CHF | 1.21 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'576 CHF | 12'076 CHF | 100.00% | 100.00% |
14.11.2024 | 3.88% | 1.24 CHF | 1.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'648 CHF | 13'148 CHF | 99.63% | 99.63% |
13.11.2024 | 4.69% | 1.18 CHF | 1.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'428 CHF | 10'928 CHF | 89.75% | 89.75% |
12.11.2024 | 4.25% | 1.04 CHF | 1.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'517 CHF | 12'017 CHF | 99.84% | 99.84% |
11.11.2024 | 3.76% | 1.26 CHF | 1.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'060 CHF | 13'560 CHF | 99.91% | 99.91% |
08.11.2024 | 3.99% | 1.31 CHF | 1.36 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'285 CHF | 12'785 CHF | 99.88% | 99.88% |
07.11.2024 | 3.54% | 1.35 CHF | 1.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'886 CHF | 14'386 CHF | 99.91% | 99.91% |