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 | 5.82% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'402 CHF | 35'402 CHF | 100.00% | 100.00% |
19.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 16'112 CHF | 17'112 CHF | 99.88% | 99.88% |
18.11.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'253 CHF | 21'253 CHF | 99.91% | 99.91% |
15.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'273 CHF | 22'273 CHF | 100.00% | 100.00% |
14.11.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'928 CHF | 21'928 CHF | 100.00% | 100.00% |
13.11.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'173 CHF | 19'173 CHF | 100.00% | 100.00% |
12.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'898 CHF | 20'898 CHF | 99.71% | 99.71% |
11.11.2024 | 4.72% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'749 CHF | 21'749 CHF | 99.89% | 99.89% |
08.11.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'762 CHF | 20'762 CHF | 100.00% | 100.00% |
07.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'103 CHF | 26'103 CHF | 99.91% | 99.91% |