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 | 1.35% | 0.74 CHF | 0.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 11'005 CHF | 11'155 CHF | 99.64% | 99.64% |
19.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'975 CHF | 11'125 CHF | 99.92% | 99.92% |
18.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'708 CHF | 10'858 CHF | 99.89% | 99.89% |
15.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'280 CHF | 10'430 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'060 CHF | 10'210 CHF | 99.57% | 99.57% |
13.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'114 CHF | 10'264 CHF | 99.75% | 99.75% |
12.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'762 CHF | 9'912 CHF | 99.83% | 99.83% |
11.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'081 CHF | 9'231 CHF | 99.80% | 99.80% |
08.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'616 CHF | 9'766 CHF | 99.88% | 99.88% |
07.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'432 CHF | 9'582 CHF | 99.57% | 99.57% |