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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 45'574 CHF | 47'574 CHF | 97.44% | 97.44% |
25.11.2024 | 4.96% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'522 CHF | 41'522 CHF | 99.48% | 99.48% |
22.11.2024 | 3.73% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'152 CHF | 55'152 CHF | 99.50% | 99.50% |
20.11.2024 | 4.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'974 CHF | 42'974 CHF | 99.53% | 99.53% |
19.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'474 CHF | 42'474 CHF | 99.55% | 99.55% |
18.11.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 24'160 CHF | 26'160 CHF | 99.57% | 99.57% |
15.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'977 CHF | 32'977 CHF | 98.92% | 98.92% |
14.11.2024 | 4.14% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 48'073 CHF | 50'073 CHF | 98.73% | 98.73% |
13.11.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 62'270 CHF | 64'270 CHF | 96.69% | 96.69% |
12.11.2024 | 5.49% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'278 CHF | 38'278 CHF | 99.44% | 99.44% |