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 | 4.50% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 43'918 CHF | 45'918 CHF | 99.53% | 99.53% |
19.11.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 44'540 CHF | 46'540 CHF | 99.56% | 99.56% |
18.11.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'249 CHF | 63'249 CHF | 99.57% | 99.57% |
15.11.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'142 CHF | 57'142 CHF | 98.92% | 98.92% |
14.11.2024 | 5.27% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'130 CHF | 40'130 CHF | 98.73% | 98.73% |
13.11.2024 | 8.19% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 24'206 CHF | 26'206 CHF | 96.16% | 96.69% |
12.11.2024 | 3.96% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'271 CHF | 52'271 CHF | 99.44% | 99.44% |
11.11.2024 | 4.22% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 47'002 CHF | 49'002 CHF | 99.57% | 99.57% |