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 | 1.56% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'886 CHF | 16'136 CHF | 99.60% | 99.60% |
19.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'003 CHF | 15'253 CHF | 99.54% | 99.54% |
18.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'775 CHF | 16'025 CHF | 99.45% | 99.50% |
15.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'196 CHF | 17'446 CHF | 98.84% | 98.84% |
14.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'068 CHF | 17'318 CHF | 99.58% | 99.58% |
13.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'252 CHF | 17'502 CHF | 99.59% | 99.59% |
12.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'068 CHF | 15'268 CHF | 99.43% | 99.50% |
11.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 17'923 CHF | 18'123 CHF | 99.49% | 99.49% |
08.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'492 CHF | 13'642 CHF | 99.49% | 99.49% |
07.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'983 CHF | 19'183 CHF | 99.03% | 99.03% |