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 | 5.74% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'241 CHF | 4'491 CHF | 99.96% | 99.96% |
19.11.2024 | 5.95% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'083 CHF | 4'333 CHF | 96.50% | 96.50% |
18.11.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'318 CHF | 4'568 CHF | 98.36% | 98.36% |
15.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'644 CHF | 4'894 CHF | 100.00% | 100.00% |
14.11.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'301 CHF | 4'551 CHF | 99.72% | 99.72% |
13.11.2024 | 6.40% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'782 CHF | 4'032 CHF | 99.97% | 99.97% |
12.11.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'099 CHF | 4'349 CHF | 99.82% | 99.82% |
11.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 24'992 | 4'487 CHF | 4'735 CHF | 99.82% | 99.82% |
08.11.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'327 CHF | 4'577 CHF | 99.84% | 99.84% |
07.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'725 CHF | 4'975 CHF | 99.90% | 99.90% |