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 | 2.47% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'991 CHF | 40'991 CHF | 99.39% | 99.39% |
19.11.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'453 CHF | 18'953 CHF | 99.29% | 99.29% |
18.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'238 CHF | 22'738 CHF | 99.31% | 99.31% |
15.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'430 CHF | 22'930 CHF | 99.38% | 99.38% |
14.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'736 CHF | 19'236 CHF | 99.38% | 99.38% |
13.11.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'603 CHF | 20'103 CHF | 99.39% | 99.39% |
12.11.2024 | 2.28% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'763 CHF | 22'263 CHF | 99.10% | 99.10% |
11.11.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'333 CHF | 29'833 CHF | 99.31% | 99.31% |
08.11.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'933 CHF | 26'433 CHF | 99.38% | 99.38% |
07.11.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'378 CHF | 33'878 CHF | 99.27% | 99.27% |