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 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'786 CHF | 52'786 CHF | 100.00% | 100.00% |
19.11.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'692 CHF | 25'692 CHF | 99.92% | 99.92% |
18.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'018 CHF | 30'018 CHF | 99.91% | 99.91% |
15.11.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'011 CHF | 31'011 CHF | 100.00% | 100.00% |
14.11.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'543 CHF | 30'543 CHF | 100.00% | 100.00% |
13.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'842 CHF | 27'842 CHF | 100.00% | 100.00% |
12.11.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'649 CHF | 29'649 CHF | 99.71% | 99.71% |
11.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'438 CHF | 30'438 CHF | 99.91% | 99.91% |
08.11.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'565 CHF | 29'565 CHF | 100.00% | 100.00% |
07.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'955 CHF | 34'955 CHF | 99.89% | 99.89% |