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 | 2.81% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 35'084 CHF | 36'084 CHF | 99.39% | 99.39% |
19.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'301 CHF | 42'301 CHF | 99.28% | 99.28% |
18.11.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'563 CHF | 39'563 CHF | 99.30% | 99.30% |
15.11.2024 | 3.59% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'639 CHF | 28'639 CHF | 99.37% | 99.37% |
14.11.2024 | 3.06% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'245 CHF | 33'245 CHF | 99.39% | 99.39% |
13.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'653 CHF | 30'653 CHF | 99.39% | 99.39% |
12.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'802 CHF | 32'802 CHF | 99.08% | 99.08% |
11.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'354 CHF | 29'354 CHF | 99.31% | 99.31% |
08.11.2024 | 2.42% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'141 CHF | 42'141 CHF | 99.39% | 99.39% |
07.11.2024 | 3.28% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'559 CHF | 31'559 CHF | 99.28% | 99.28% |