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 | 3.46% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'376 CHF | 29'376 CHF | 99.98% | 99.98% |
19.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'242 CHF | 31'242 CHF | 99.92% | 99.92% |
18.11.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'618 CHF | 30'618 CHF | 99.95% | 99.95% |
15.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'333 CHF | 30'333 CHF | 100.00% | 100.00% |
14.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'915 CHF | 28'915 CHF | 99.79% | 99.79% |
13.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'845 CHF | 28'845 CHF | 99.96% | 99.96% |
12.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'389 CHF | 27'389 CHF | 99.77% | 99.77% |
11.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'936 CHF | 25'936 CHF | 99.82% | 99.82% |
08.11.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'602 CHF | 25'602 CHF | 99.76% | 99.76% |
07.11.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'184 CHF | 25'184 CHF | 99.91% | 99.91% |