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 | 2.22% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'516 | 100'516 | 44'909 CHF | 45'915 CHF | 99.97% | 99.97% |
19.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'765 | 100'765 | 42'616 CHF | 43'623 CHF | 99.78% | 99.78% |
18.11.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'499 CHF | 46'499 CHF | 99.91% | 99.91% |
15.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'446 CHF | 53'446 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'072 CHF | 54'072 CHF | 99.55% | 99.55% |
13.11.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'876 CHF | 48'876 CHF | 99.95% | 99.95% |
12.11.2024 | 1.89% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'562 CHF | 53'562 CHF | 99.80% | 99.80% |
11.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 96'329 | 96'329 | 56'342 CHF | 57'306 CHF | 99.77% | 99.77% |
08.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'105 CHF | 54'105 CHF | 99.88% | 99.88% |
07.11.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'294 CHF | 55'294 CHF | 99.89% | 99.89% |