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 | 2.96% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'268 CHF | 34'268 CHF | 99.39% | 99.39% |
19.11.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'803 CHF | 17'303 CHF | 98.60% | 98.60% |
18.11.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'810 CHF | 17'310 CHF | 99.31% | 99.31% |
15.11.2024 | 2.49% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'958 CHF | 20'458 CHF | 99.39% | 99.39% |
14.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'429 CHF | 15'929 CHF | 99.35% | 99.35% |
13.11.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'478 CHF | 16'978 CHF | 99.39% | 99.39% |
12.11.2024 | 2.68% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'524 CHF | 19'024 CHF | 99.10% | 99.10% |
11.11.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'039 CHF | 24'539 CHF | 99.30% | 99.30% |
08.11.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'040 CHF | 24'540 CHF | 99.38% | 99.38% |
07.11.2024 | 2.48% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'092 CHF | 20'592 CHF | 99.28% | 99.28% |