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 | 4.07% | 0.51 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'050 CHF | 12'550 CHF | 99.53% | 99.53% |
19.11.2024 | 4.31% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'363 CHF | 11'863 CHF | 99.49% | 99.49% |
18.11.2024 | 4.53% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'783 CHF | 11'283 CHF | 98.76% | 98.76% |
15.11.2024 | 5.08% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'600 CHF | 10'100 CHF | 98.94% | 98.94% |
14.11.2024 | 4.25% | 0.43 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'554 CHF | 12'054 CHF | 99.56% | 99.56% |
13.11.2024 | 5.00% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'995 CHF | 10'495 CHF | 97.03% | 97.03% |
12.11.2024 | - | 0.30 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
11.11.2024 | - | 0.24 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
08.11.2024 | - | 0.26 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
07.11.2024 | - | 0.15 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.82% |