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 | 5.06% | 0.36 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'610 CHF | 40'610 CHF | 99.53% | 99.53% |
19.11.2024 | 4.73% | 0.41 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'333 CHF | 43'333 CHF | 99.49% | 99.49% |
18.11.2024 | 4.45% | 0.46 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'976 CHF | 45'976 CHF | 98.76% | 98.76% |
15.11.2024 | 4.00% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'058 CHF | 51'058 CHF | 98.95% | 98.95% |
14.11.2024 | 4.77% | 0.45 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'181 CHF | 43'181 CHF | 99.57% | 99.57% |
13.11.2024 | 4.23% | 0.34 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'508 CHF | 49'508 CHF | 97.05% | 97.05% |
12.11.2024 | 3.20% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'594 CHF | 63'594 CHF | 99.56% | 99.56% |
11.11.2024 | 3.13% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'849 CHF | 64'849 CHF | 99.51% | 99.51% |
08.11.2024 | 3.14% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'824 CHF | 64'824 CHF | 99.51% | 99.51% |
07.11.2024 | 2.72% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'652 CHF | 74'652 CHF | 98.83% | 98.83% |