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 | 7.60% | 0.63 CHF | 0.68 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 19'084 CHF | 20'584 CHF | 100.00% | 100.00% |
19.11.2024 | 6.33% | 0.69 CHF | 0.74 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'046 CHF | 24'546 CHF | 99.84% | 99.84% |
18.11.2024 | 5.36% | 0.86 CHF | 0.91 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 27'252 CHF | 28'752 CHF | 100.00% | 100.00% |
15.11.2024 | 5.21% | 0.96 CHF | 1.01 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'152 CHF | 29'652 CHF | 99.83% | 99.83% |
14.11.2024 | 3.55% | 1.24 CHF | 1.29 CHF | 30'000 | 30'000 | 20'476 | 20'476 | 28'490 CHF | 29'515 CHF | 98.68% | 98.68% |
13.11.2024 | 7.52% | 1.65 CHF | 1.70 CHF | 20'000 | 20'000 | 8'232 | 8'232 | 12'814 CHF | 13'362 CHF | 97.61% | 97.61% |
12.11.2024 | 2.62% | 1.83 CHF | 1.88 CHF | 20'000 | 20'000 | 19'996 | 19'996 | 38'242 CHF | 39'257 CHF | 99.85% | 99.85% |
11.11.2024 | 2.64% | 1.94 CHF | 1.99 CHF | 20'000 | 20'000 | 19'998 | 19'998 | 38'552 CHF | 39'582 CHF | 100.00% | 100.00% |
08.11.2024 | 2.82% | 1.84 CHF | 1.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'034 CHF | 36'034 CHF | 98.58% | 98.58% |
07.11.2024 | 2.81% | 1.75 CHF | 1.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'123 CHF | 36'123 CHF | 100.00% | 100.00% |