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 | 3.36% | 0.29 CHF | 0.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'391 CHF | 4'541 CHF | 99.64% | 99.64% |
19.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'376 CHF | 4'526 CHF | 99.86% | 99.86% |
18.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'198 CHF | 4'348 CHF | 99.89% | 99.89% |
15.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'910 CHF | 4'060 CHF | 100.00% | 100.00% |
14.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'783 CHF | 3'933 CHF | 99.66% | 99.66% |
13.11.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'786 CHF | 3'936 CHF | 99.75% | 99.75% |
12.11.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'573 CHF | 3'723 CHF | 99.83% | 99.83% |
11.11.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'101 CHF | 3'251 CHF | 99.80% | 99.80% |
08.11.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'450 CHF | 3'600 CHF | 4.36% | 4.36% |
07.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'344 CHF | 3'494 CHF | 99.57% | 99.57% |