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 | 2.26% | 0.90 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'451 CHF | 89'451 CHF | 99.53% | 99.53% |
19.11.2024 | 2.34% | 0.85 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'675 CHF | 86'675 CHF | 99.49% | 99.49% |
18.11.2024 | 2.40% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'461 CHF | 84'461 CHF | 99.51% | 99.51% |
15.11.2024 | 2.54% | 0.76 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'839 CHF | 79'839 CHF | 98.95% | 98.95% |
14.11.2024 | 2.31% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'595 CHF | 87'595 CHF | 99.57% | 99.57% |
13.11.2024 | 2.51% | 0.93 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'377 CHF | 81'377 CHF | 97.05% | 97.05% |
12.11.2024 | 3.02% | 0.70 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'250 CHF | 67'250 CHF | 99.56% | 99.56% |
11.11.2024 | 3.07% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'232 CHF | 66'232 CHF | 99.51% | 99.51% |
08.11.2024 | 3.05% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'657 CHF | 66'657 CHF | 99.51% | 99.51% |
07.11.2024 | 3.55% | 0.55 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'352 CHF | 57'352 CHF | 98.83% | 98.83% |