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 | 11.72% | 0.37 CHF | 0.41 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'650 CHF | 16'462 CHF | 100.00% | 100.00% |
19.11.2024 | 9.80% | 0.41 CHF | 0.46 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 14'135 CHF | 15'586 CHF | 99.85% | 99.85% |
18.11.2024 | 8.21% | 0.55 CHF | 0.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'539 CHF | 19'039 CHF | 100.00% | 100.00% |
15.11.2024 | 7.90% | 0.63 CHF | 0.68 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'373 CHF | 19'873 CHF | 99.93% | 99.93% |
14.11.2024 | 4.77% | 0.89 CHF | 0.94 CHF | 30'000 | 30'000 | 26'195 | 26'195 | 26'650 CHF | 27'960 CHF | 99.84% | 99.84% |
13.11.2024 | 9.80% | 1.28 CHF | 1.33 CHF | 20'000 | 20'000 | 8'922 | 8'922 | 10'567 CHF | 11'210 CHF | 98.11% | 98.11% |
12.11.2024 | 3.24% | 1.46 CHF | 1.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'855 CHF | 31'870 CHF | 99.85% | 99.85% |
11.11.2024 | 3.25% | 1.57 CHF | 1.62 CHF | 20'000 | 20'000 | 19'999 | 19'999 | 31'157 CHF | 32'187 CHF | 100.00% | 100.00% |
08.11.2024 | 3.54% | 1.47 CHF | 1.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'793 CHF | 28'793 CHF | 98.88% | 98.88% |
07.11.2024 | 3.52% | 1.39 CHF | 1.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'910 CHF | 28'910 CHF | 100.00% | 100.00% |