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 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'919 CHF | 54'919 CHF | 100.00% | 100.00% |
19.11.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 59'299 CHF | 62'299 CHF | 99.65% | 99.65% |
18.11.2024 | 6.03% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 48'364 CHF | 51'364 CHF | 100.00% | 100.00% |
15.11.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 45'784 CHF | 48'784 CHF | 98.67% | 98.67% |
14.11.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 44'252 CHF | 47'252 CHF | 99.79% | 99.79% |
13.11.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 61'837 CHF | 64'837 CHF | 99.95% | 99.95% |
12.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 65'923 CHF | 68'923 CHF | 100.00% | 100.00% |
11.11.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 72'890 CHF | 75'890 CHF | 100.00% | 100.00% |
08.11.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 95'896 CHF | 98'896 CHF | 100.00% | 100.00% |
07.11.2024 | 3.35% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 88'306 CHF | 91'306 CHF | 100.00% | 100.00% |