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 | 3.03% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'141 CHF | 8'391 CHF | 99.97% | 99.97% |
19.11.2024 | 2.68% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'232 CHF | 9'482 CHF | 99.83% | 99.83% |
18.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'030 CHF | 10'280 CHF | 99.95% | 99.95% |
15.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'022 CHF | 10'272 CHF | 100.00% | 100.00% |
14.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'737 CHF | 9'987 CHF | 99.65% | 99.65% |
13.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'725 CHF | 9'975 CHF | 99.95% | 99.95% |
12.11.2024 | 2.74% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'997 CHF | 9'247 CHF | 99.82% | 99.82% |
11.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'250 CHF | 8'500 CHF | 99.80% | 99.80% |
08.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'769 CHF | 9'019 CHF | 99.83% | 99.83% |
07.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'677 CHF | 8'927 CHF | 96.73% | 96.73% |