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 | 2.22% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'529 CHF | 45'529 CHF | 99.54% | 99.54% |
19.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'465 CHF | 45'465 CHF | 99.51% | 99.51% |
18.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'862 CHF | 48'862 CHF | 99.48% | 99.48% |
15.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'059 CHF | 50'059 CHF | 90.74% | 90.74% |
14.11.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'656 CHF | 46'656 CHF | 99.16% | 99.16% |
13.11.2024 | 2.20% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'935 CHF | 45'935 CHF | 94.93% | 94.93% |
12.11.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'602 CHF | 50'602 CHF | 99.51% | 99.51% |
11.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'988 CHF | 50'988 CHF | 99.51% | 99.51% |
08.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'243 CHF | 50'243 CHF | 99.49% | 99.49% |
07.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'878 CHF | 56'878 CHF | 98.91% | 98.91% |