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 | 2.78% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 35'554 CHF | 36'545 CHF | 100.00% | 100.00% |
19.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 37'726 CHF | 38'717 CHF | 100.00% | 100.00% |
18.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 37'673 CHF | 38'665 CHF | 100.00% | 100.00% |
15.11.2024 | 2.93% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'692 CHF | 34'692 CHF | 71.38% | 71.38% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 99'052 | 99'052 | 29'284 CHF | 30'276 CHF | 98.93% | 98.93% |
12.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 28'085 CHF | 29'076 CHF | 100.00% | 100.00% |
11.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 28'859 CHF | 29'851 CHF | 100.00% | 100.00% |
08.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 30'515 CHF | 31'507 CHF | 100.00% | 100.00% |
07.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 31'447 CHF | 32'438 CHF | 100.00% | 100.00% |