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 | 4.17% | 0.42 CHF | 0.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'711 CHF | 4'911 CHF | 99.97% | 99.97% |
19.11.2024 | 3.65% | 0.49 CHF | 0.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 5'390 CHF | 5'590 CHF | 99.83% | 99.83% |
18.11.2024 | 3.98% | 0.52 CHF | 0.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'934 CHF | 5'134 CHF | 99.95% | 99.95% |
15.11.2024 | 4.01% | 0.50 CHF | 0.52 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'892 CHF | 5'092 CHF | 99.59% | 99.59% |
14.11.2024 | 4.17% | 0.50 CHF | 0.52 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'707 CHF | 4'907 CHF | 99.66% | 99.66% |
13.11.2024 | 5.32% | 0.38 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'673 CHF | 3'873 CHF | 99.97% | 99.97% |
12.11.2024 | 3.60% | 0.49 CHF | 0.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 5'457 CHF | 5'657 CHF | 99.82% | 99.82% |
11.11.2024 | 3.75% | 0.56 CHF | 0.58 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 5'248 CHF | 5'448 CHF | 99.82% | 99.82% |
08.11.2024 | 4.28% | 0.48 CHF | 0.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'582 CHF | 4'782 CHF | 99.88% | 99.88% |
07.11.2024 | 4.75% | 0.44 CHF | 0.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'129 CHF | 4'329 CHF | 99.85% | 99.85% |