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 | 4.24% | 0.44 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'171 CHF | 48'171 CHF | 99.53% | 99.53% |
19.11.2024 | 4.01% | 0.49 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'894 CHF | 50'894 CHF | 99.49% | 99.49% |
18.11.2024 | 3.81% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'582 CHF | 53'582 CHF | 99.51% | 99.51% |
15.11.2024 | 3.47% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'650 CHF | 58'650 CHF | 98.95% | 98.95% |
14.11.2024 | 4.03% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'759 CHF | 50'759 CHF | 99.57% | 99.57% |
13.11.2024 | 3.63% | 0.41 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'088 CHF | 57'088 CHF | 97.05% | 97.05% |
12.11.2024 | 2.85% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'170 CHF | 71'170 CHF | 99.56% | 99.56% |
11.11.2024 | 2.80% | 0.71 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'432 CHF | 72'432 CHF | 99.51% | 99.51% |
08.11.2024 | 2.80% | 0.69 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'419 CHF | 72'419 CHF | 99.51% | 99.51% |
07.11.2024 | 2.46% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'273 CHF | 82'273 CHF | 98.83% | 98.83% |