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 | 2.21% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'836 CHF | 45'836 CHF | 99.97% | 99.97% |
19.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'459 CHF | 45'459 CHF | 99.85% | 99.85% |
18.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'896 CHF | 45'896 CHF | 99.88% | 99.88% |
15.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'190 CHF | 48'190 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'258 CHF | 49'258 CHF | 99.65% | 99.65% |
13.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'594 CHF | 49'594 CHF | 99.95% | 99.95% |
12.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'673 CHF | 52'673 CHF | 99.77% | 99.77% |
11.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'743 CHF | 54'743 CHF | 99.87% | 99.87% |
08.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'366 CHF | 54'366 CHF | 99.83% | 99.83% |
07.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'395 CHF | 57'395 CHF | 99.90% | 99.90% |