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 | 4.52% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 43'277 CHF | 45'277 CHF | 100.00% | 100.00% |
19.11.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'031 CHF | 22'031 CHF | 99.90% | 99.90% |
18.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'221 CHF | 26'221 CHF | 99.92% | 99.92% |
15.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'235 CHF | 27'235 CHF | 100.00% | 100.00% |
14.11.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'866 CHF | 26'866 CHF | 100.00% | 100.00% |
13.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'119 CHF | 24'119 CHF | 100.00% | 100.00% |
12.11.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'845 CHF | 25'845 CHF | 99.71% | 99.71% |
11.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'686 CHF | 26'686 CHF | 99.88% | 99.88% |
08.11.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'727 CHF | 25'727 CHF | 100.00% | 100.00% |
07.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 30'070 CHF | 31'070 CHF | 99.88% | 99.88% |