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 | 3.81% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'487 CHF | 53'487 CHF | 99.39% | 99.39% |
19.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'369 CHF | 27'369 CHF | 99.27% | 99.27% |
18.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'328 CHF | 27'328 CHF | 99.28% | 99.28% |
15.11.2024 | 4.21% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 23'319 CHF | 24'319 CHF | 99.38% | 99.38% |
14.11.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 97'351 | 97'347 | 28'950 CHF | 29'923 CHF | 99.36% | 99.36% |
13.11.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.39% | 99.39% |
12.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.08% | 99.08% |
11.11.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.26% | 99.26% |
08.11.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.38% | 99.38% |
07.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.27% | 99.27% |