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 | 6.93% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'914 CHF | 29'914 CHF | 100.00% | 100.00% |
19.11.2024 | 7.21% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 13'441 CHF | 14'441 CHF | 99.89% | 99.89% |
18.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 17'627 CHF | 18'627 CHF | 99.92% | 99.92% |
15.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'746 CHF | 19'746 CHF | 100.00% | 100.00% |
14.11.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'244 CHF | 19'244 CHF | 100.00% | 100.00% |
13.11.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 15'445 CHF | 16'445 CHF | 100.00% | 100.00% |
12.11.2024 | 5.65% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 17'249 CHF | 18'249 CHF | 99.71% | 99.71% |
11.11.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'075 CHF | 19'075 CHF | 99.89% | 99.89% |
08.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 17'100 CHF | 18'100 CHF | 100.00% | 100.00% |
07.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 22'535 CHF | 23'535 CHF | 99.90% | 99.90% |