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 | 3.57% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'967 CHF | 56'967 CHF | 100.00% | 100.00% |
19.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'041 CHF | 29'041 CHF | 99.89% | 99.89% |
18.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'016 CHF | 25'016 CHF | 99.92% | 99.92% |
15.11.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'112 CHF | 24'112 CHF | 100.00% | 100.00% |
14.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'594 CHF | 24'594 CHF | 100.00% | 100.00% |
13.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'429 CHF | 27'429 CHF | 100.00% | 100.00% |
12.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'558 CHF | 25'558 CHF | 99.69% | 99.69% |
11.11.2024 | 4.12% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'834 CHF | 24'834 CHF | 99.91% | 99.91% |
08.11.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'957 CHF | 25'957 CHF | 100.00% | 100.00% |
07.11.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'756 CHF | 20'756 CHF | 99.91% | 99.91% |