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 | 2.64% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'347 CHF | 9'597 CHF | 99.39% | 99.39% |
19.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'851 CHF | 10'102 CHF | 99.31% | 99.31% |
18.11.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'458 CHF | 12'708 CHF | 99.28% | 99.28% |
15.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'418 CHF | 12'668 CHF | 99.39% | 99.39% |
14.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'544 CHF | 12'794 CHF | 99.37% | 99.37% |
13.11.2024 | 1.92% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'910 CHF | 13'160 CHF | 99.39% | 99.39% |
12.11.2024 | 1.63% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'214 CHF | 15'464 CHF | 99.09% | 99.09% |
11.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'002 CHF | 16'252 CHF | 99.30% | 99.30% |
08.11.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'748 CHF | 15'998 CHF | 99.39% | 99.39% |
07.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'869 CHF | 17'119 CHF | 99.30% | 99.30% |