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 | 1.34% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'549 CHF | 18'799 CHF | 99.39% | 99.39% |
19.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'033 CHF | 18'283 CHF | 99.30% | 99.30% |
18.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'517 CHF | 15'767 CHF | 99.28% | 99.28% |
15.11.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'660 CHF | 15'910 CHF | 99.39% | 99.39% |
14.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'518 CHF | 15'768 CHF | 99.38% | 99.38% |
13.11.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'185 CHF | 15'435 CHF | 99.39% | 99.39% |
12.11.2024 | 1.93% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'844 CHF | 13'094 CHF | 99.10% | 99.10% |
11.11.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'100 CHF | 12'350 CHF | 99.30% | 99.30% |
08.11.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'465 CHF | 12'715 CHF | 99.39% | 99.39% |
07.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'457 CHF | 11'707 CHF | 99.28% | 99.28% |