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 | 54.96% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'066 CHF | 3'626 CHF | 100.00% | 100.00% |
19.11.2024 | 36.32% | 0.07 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'678 CHF | 5'238 CHF | 100.00% | 100.00% |
18.11.2024 | 43.93% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'773 CHF | 4'333 CHF | 99.00% | 99.00% |
15.11.2024 | 58.63% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'885 CHF | 3'445 CHF | 100.00% | 100.00% |
14.11.2024 | 54.08% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'142 CHF | 3'702 CHF | 100.00% | 100.00% |
13.11.2024 | 47.68% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'497 CHF | 4'057 CHF | 99.88% | 99.88% |
12.11.2024 | 73.37% | 0.03 CHF | 0.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'363 CHF | 2'923 CHF | 100.00% | 100.00% |
11.11.2024 | 67.10% | 0.02 CHF | 0.04 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 1'708 CHF | 3'268 CHF | 100.00% | 100.00% |
08.11.2024 | 43.54% | 0.05 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'815 CHF | 4'375 CHF | 100.00% | 100.00% |
07.11.2024 | 35.64% | 0.06 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'602 CHF | 5'162 CHF | 99.67% | 99.67% |