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 | 9.46% | 0.11 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'020 CHF | 2'220 CHF | 99.97% | 99.97% |
19.11.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'030 CHF | 2'230 CHF | 99.86% | 99.86% |
18.11.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 19'993 | 2'171 CHF | 2'371 CHF | 99.90% | 99.90% |
15.11.2024 | 7.32% | 0.12 CHF | 0.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'636 CHF | 2'836 CHF | 100.00% | 100.00% |
14.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'080 CHF | 3'280 CHF | 99.74% | 99.74% |
13.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'201 CHF | 3'401 CHF | 99.96% | 99.96% |
12.11.2024 | 5.36% | 0.17 CHF | 0.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'635 CHF | 3'835 CHF | 99.82% | 99.82% |
11.11.2024 | 5.00% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'903 CHF | 4'103 CHF | 99.77% | 99.77% |
08.11.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'713 CHF | 3'913 CHF | 99.88% | 99.88% |
07.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'703 CHF | 3'903 CHF | 99.90% | 99.90% |