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 | 4.57% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 74'759 | 74'759 | 30'750 CHF | 31'811 CHF | 99.64% | 99.64% |
19.11.2024 | 3.75% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 74'756 | 74'756 | 33'673 CHF | 34'733 CHF | 99.66% | 99.66% |
18.11.2024 | 3.45% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 37'393 | 37'393 | 18'765 CHF | 19'296 CHF | 99.57% | 99.57% |
15.11.2024 | 3.66% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 74'752 | 74'752 | 37'664 CHF | 38'724 CHF | 99.66% | 99.66% |
14.11.2024 | 4.54% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 74'752 | 74'752 | 30'502 CHF | 31'563 CHF | 99.65% | 99.65% |
13.11.2024 | 5.08% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 75'483 | 75'483 | 26'901 CHF | 27'967 CHF | 97.59% | 97.59% |
12.11.2024 | 4.86% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 74'749 | 74'749 | 26'640 CHF | 27'701 CHF | 99.65% | 99.65% |
11.11.2024 | 4.53% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 74'758 | 74'758 | 28'203 CHF | 29'264 CHF | 99.65% | 99.65% |
08.11.2024 | 4.83% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 74'751 | 74'751 | 27'972 CHF | 29'032 CHF | 99.65% | 99.65% |
07.11.2024 | 4.12% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 74'743 | 74'743 | 31'159 CHF | 32'220 CHF | 99.65% | 99.65% |