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% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 46'738 | 46'738 | 15'968 CHF | 16'437 CHF | 99.90% | 99.90% |
19.11.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 51'222 | 51'222 | 16'058 CHF | 16'572 CHF | 100.00% | 100.00% |
18.11.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 33'555 | 33'555 | 10'372 CHF | 10'709 CHF | 99.89% | 99.89% |
15.11.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 51'275 | 51'275 | 15'437 CHF | 15'952 CHF | 99.90% | 99.90% |
14.11.2024 | 3.77% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 51'276 | 51'276 | 13'836 CHF | 14'351 CHF | 100.00% | 100.00% |
13.11.2024 | 3.83% | 0.28 CHF | 0.29 CHF | 110'000 | 110'000 | 51'240 | 51'240 | 13'787 CHF | 14'302 CHF | 100.00% | 100.00% |
12.11.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 51'267 | 51'267 | 14'825 CHF | 15'340 CHF | 99.90% | 99.90% |
11.11.2024 | 12.50% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 16'739 | 16'739 | 5'553 CHF | 6'134 CHF | 99.60% | 99.60% |
08.11.2024 | 3.71% | 0.32 CHF | 0.33 CHF | 110'000 | 110'000 | 51'294 | 51'294 | 14'449 CHF | 14'965 CHF | 100.00% | 100.00% |
07.11.2024 | 3.73% | 0.28 CHF | 0.28 CHF | 110'000 | 110'000 | 51'268 | 51'268 | 13'891 CHF | 14'405 CHF | 99.90% | 99.90% |