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 | 3.48% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'533 CHF | 29'533 CHF | 100.00% | 100.00% |
19.11.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'318 CHF | 32'318 CHF | 99.91% | 99.91% |
18.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'877 CHF | 35'877 CHF | 99.91% | 99.91% |
15.11.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'477 CHF | 39'477 CHF | 100.00% | 100.00% |
14.11.2024 | 2.73% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'402 CHF | 37'402 CHF | 100.00% | 100.00% |
13.11.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'642 CHF | 29'642 CHF | 100.00% | 100.00% |
12.11.2024 | 2.93% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'783 CHF | 34'783 CHF | 99.71% | 99.71% |
11.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'833 CHF | 39'833 CHF | 99.91% | 99.91% |
08.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'451 CHF | 38'451 CHF | 100.00% | 100.00% |
07.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'741 CHF | 39'741 CHF | 99.90% | 99.90% |