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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2024 | 15.41% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'084 CHF | 7'084 CHF | 100.00% | 100.00% |
29.11.2024 | 19.59% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 4'609 CHF | 5'609 CHF | 100.00% | 100.00% |
28.11.2024 | 18.73% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 4'845 CHF | 5'845 CHF | 99.90% | 99.90% |
27.11.2024 | 22.34% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 3'985 CHF | 4'985 CHF | 100.00% | 100.00% |
26.11.2024 | 18.92% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 4'795 CHF | 5'795 CHF | 100.00% | 100.00% |
25.11.2024 | 17.24% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 5'315 CHF | 6'315 CHF | 100.00% | 100.00% |
22.11.2024 | 18.72% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 4'858 CHF | 5'858 CHF | 99.65% | 99.65% |
20.11.2024 | 26.52% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 3'279 CHF | 4'279 CHF | 99.43% | 99.43% |