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 | 2.78% | 0.35 CHF | 0.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'089 CHF | 7'289 CHF | 99.97% | 99.97% |
19.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'848 CHF | 7'048 CHF | 99.85% | 99.85% |
18.11.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'027 CHF | 7'227 CHF | 99.95% | 99.95% |
15.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'012 CHF | 7'212 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'787 CHF | 6'987 CHF | 99.66% | 99.66% |
13.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'673 CHF | 6'873 CHF | 99.97% | 99.97% |
12.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'874 CHF | 7'074 CHF | 99.82% | 99.82% |
11.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'246 CHF | 7'446 CHF | 99.82% | 99.82% |
08.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'001 CHF | 7'201 CHF | 99.85% | 99.85% |
07.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'814 CHF | 7'014 CHF | 99.90% | 99.90% |