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 | 3.70% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'635 CHF | 27'635 CHF | 99.39% | 99.39% |
19.11.2024 | 4.17% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'815 CHF | 12'315 CHF | 99.30% | 99.30% |
18.11.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'514 CHF | 16'014 CHF | 99.31% | 99.31% |
15.11.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'745 CHF | 16'245 CHF | 99.39% | 99.39% |
14.11.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'076 CHF | 12'576 CHF | 99.35% | 99.35% |
13.11.2024 | 3.83% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'948 CHF | 13'448 CHF | 99.39% | 99.39% |
12.11.2024 | 3.27% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'094 CHF | 15'594 CHF | 99.10% | 99.10% |
11.11.2024 | 2.18% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'662 CHF | 23'162 CHF | 99.29% | 99.29% |
08.11.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'242 CHF | 19'742 CHF | 99.39% | 99.39% |
07.11.2024 | 1.87% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'659 CHF | 27'159 CHF | 99.29% | 99.29% |