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 | 4.08% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'792 | 100'793 | 24'255 CHF | 25'264 CHF | 99.96% | 99.96% |
19.11.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'413 CHF | 27'413 CHF | 99.80% | 99.80% |
18.11.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'395 CHF | 27'395 CHF | 99.91% | 99.91% |
15.11.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 111'350 | 111'349 | 27'107 CHF | 28'221 CHF | 100.00% | 100.00% |
14.11.2024 | 4.18% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 122'340 | 122'339 | 28'726 CHF | 29'949 CHF | 99.61% | 99.61% |
13.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 102'950 | 102'951 | 28'651 CHF | 29'681 CHF | 99.94% | 99.94% |
12.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 125'000 | 125'000 | 124'743 | 124'742 | 30'651 CHF | 31'898 CHF | 99.80% | 99.80% |
11.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 24'308 CHF | 25'558 CHF | 99.77% | 99.77% |
08.11.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 25'989 CHF | 27'239 CHF | 99.81% | 99.81% |
07.11.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 125'000 | 125'000 | 144'017 | 144'015 | 23'213 CHF | 24'653 CHF | 99.89% | 99.89% |