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 | 31.50% | 0.07 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'178 CHF | 5'738 CHF | 100.00% | 100.00% |
19.11.2024 | 22.61% | 0.11 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'250 CHF | 7'810 CHF | 100.00% | 100.00% |
18.11.2024 | 25.71% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'293 CHF | 6'853 CHF | 98.95% | 98.95% |
15.11.2024 | 33.45% | 0.07 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'886 CHF | 5'446 CHF | 100.00% | 100.00% |
14.11.2024 | 31.36% | 0.06 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'238 CHF | 5'798 CHF | 100.00% | 100.00% |
13.11.2024 | 28.29% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'739 CHF | 6'299 CHF | 99.88% | 99.88% |
12.11.2024 | 40.54% | 0.06 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'077 CHF | 4'637 CHF | 100.00% | 100.00% |
11.11.2024 | 37.22% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 3'553 CHF | 5'113 CHF | 100.00% | 100.00% |
08.11.2024 | 27.08% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'994 CHF | 6'554 CHF | 100.00% | 100.00% |
07.11.2024 | 23.01% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'004 CHF | 7'564 CHF | 99.67% | 99.67% |