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 | 3.08% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'027 CHF | 33'027 CHF | 99.39% | 99.39% |
19.11.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'490 CHF | 14'990 CHF | 99.28% | 99.28% |
18.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'262 CHF | 18'762 CHF | 99.31% | 99.31% |
15.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'451 CHF | 18'951 CHF | 99.39% | 99.39% |
14.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'766 CHF | 15'266 CHF | 99.37% | 99.37% |
13.11.2024 | 3.17% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'622 CHF | 16'122 CHF | 99.38% | 99.38% |
12.11.2024 | 2.78% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'788 CHF | 18'288 CHF | 99.10% | 99.10% |
11.11.2024 | 1.95% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'352 CHF | 25'852 CHF | 99.28% | 99.28% |
08.11.2024 | 2.26% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'951 CHF | 22'451 CHF | 99.39% | 99.39% |
07.11.2024 | 1.69% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'384 CHF | 29'884 CHF | 99.28% | 99.28% |