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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.03% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'649 CHF | 50'649 CHF | 99.49% | 99.49% |
20.11.2024 | 3.65% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'831 CHF | 55'831 CHF | 99.53% | 99.53% |
19.11.2024 | 3.48% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'543 CHF | 58'543 CHF | 99.49% | 99.49% |
18.11.2024 | 3.32% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'250 CHF | 61'250 CHF | 99.51% | 99.51% |
15.11.2024 | 3.06% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'336 CHF | 66'336 CHF | 98.95% | 98.95% |
14.11.2024 | 3.49% | 0.60 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'431 CHF | 58'431 CHF | 99.57% | 99.57% |
13.11.2024 | 3.18% | 0.49 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'766 CHF | 64'766 CHF | 97.05% | 97.05% |
12.11.2024 | 2.57% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'838 CHF | 78'838 CHF | 99.56% | 99.56% |
11.11.2024 | 2.53% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'109 CHF | 80'109 CHF | 99.51% | 99.51% |