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 | 6.90% | 0.14 CHF | 0.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'100 CHF | 2'250 CHF | 99.64% | 99.64% |
19.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'131 CHF | 2'281 CHF | 99.88% | 99.88% |
18.11.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'325 CHF | 2'475 CHF | 99.89% | 99.89% |
15.11.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'624 CHF | 2'774 CHF | 100.00% | 100.00% |
14.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'759 CHF | 2'909 CHF | 99.60% | 99.60% |
13.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'716 CHF | 2'866 CHF | 99.75% | 99.75% |
12.11.2024 | 4.93% | 0.18 CHF | 0.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'977 CHF | 3'127 CHF | 99.83% | 99.83% |
11.11.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'437 CHF | 3'587 CHF | 99.80% | 99.80% |
08.11.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'065 CHF | 3'215 CHF | 99.89% | 99.89% |
07.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'210 CHF | 3'360 CHF | 99.57% | 99.57% |