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 | 3.30% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'588 CHF | 61'588 CHF | 99.53% | 99.53% |
19.11.2024 | 3.46% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'830 CHF | 58'830 CHF | 99.49% | 99.49% |
18.11.2024 | 3.60% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'527 CHF | 56'527 CHF | 99.51% | 99.51% |
15.11.2024 | 3.93% | 0.48 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'843 CHF | 51'843 CHF | 98.95% | 98.95% |
14.11.2024 | 3.42% | 0.54 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'639 CHF | 59'639 CHF | 99.57% | 99.57% |
13.11.2024 | 3.88% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'411 CHF | 53'411 CHF | 97.05% | 97.05% |
12.11.2024 | 5.23% | 0.42 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'305 CHF | 39'305 CHF | 99.56% | 99.56% |
11.11.2024 | 5.38% | 0.36 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'243 CHF | 38'243 CHF | 99.51% | 99.51% |
08.11.2024 | 5.29% | 0.38 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'872 CHF | 38'872 CHF | 94.25% | 99.51% |
07.11.2024 | - | 0.27 CHF | 0.44 CHF | 100'000 | 1'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |