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 | 5.69% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'558 CHF | 9'058 CHF | 99.53% | 99.53% |
19.11.2024 | 6.17% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'875 CHF | 8'375 CHF | 99.49% | 99.49% |
18.11.2024 | 6.64% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'284 CHF | 7'784 CHF | 98.76% | 98.76% |
15.11.2024 | 7.89% | 0.23 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'094 CHF | 6'594 CHF | 98.94% | 98.94% |
14.11.2024 | 6.07% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'052 CHF | 8'552 CHF | 99.57% | 99.57% |
13.11.2024 | 7.83% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'492 CHF | 6'992 CHF | 97.04% | 97.04% |
12.11.2024 | - | 0.16 CHF | - CHF | 25'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |