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 | 5.12% | 0.20 CHF | 0.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'834 CHF | 4'034 CHF | 99.67% | 99.67% |
19.11.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'558 CHF | 3'758 CHF | 99.78% | 99.78% |
18.11.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'257 CHF | 3'457 CHF | 99.90% | 99.90% |
15.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'568 CHF | 3'768 CHF | 100.00% | 100.00% |
14.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'520 CHF | 3'720 CHF | 99.81% | 99.81% |
13.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'835 CHF | 4'035 CHF | 99.95% | 99.95% |
12.11.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'583 CHF | 3'783 CHF | 99.81% | 99.81% |
11.11.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'519 CHF | 3'719 CHF | 99.82% | 99.82% |
08.11.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'951 CHF | 4'151 CHF | 99.84% | 99.84% |
07.11.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'455 CHF | 3'655 CHF | 99.91% | 99.91% |