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 | 5.02% | 0.39 CHF | 0.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'881 CHF | 4'081 CHF | 99.98% | 99.98% |
19.11.2024 | 4.91% | 0.39 CHF | 0.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'972 CHF | 4'172 CHF | 99.78% | 99.78% |
18.11.2024 | 5.04% | 0.38 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'869 CHF | 4'069 CHF | 99.95% | 99.95% |
15.11.2024 | 5.22% | 0.38 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'730 CHF | 3'930 CHF | 100.00% | 100.00% |
14.11.2024 | 5.14% | 0.38 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'793 CHF | 3'993 CHF | 99.66% | 99.66% |
13.11.2024 | 5.04% | 0.39 CHF | 0.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'866 CHF | 4'066 CHF | 99.97% | 99.97% |
12.11.2024 | 5.11% | 0.38 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'816 CHF | 4'016 CHF | 99.84% | 99.84% |
11.11.2024 | 5.14% | 0.37 CHF | 0.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'793 CHF | 3'993 CHF | 99.84% | 99.84% |
08.11.2024 | 4.92% | 0.40 CHF | 0.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'966 CHF | 4'166 CHF | 99.85% | 99.85% |
07.11.2024 | 4.86% | 0.39 CHF | 0.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'012 CHF | 4'212 CHF | 99.90% | 99.90% |