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 | 4.10% | 0.28 CHF | 0.29 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 9'062 CHF | 9'420 CHF | 99.90% | 99.90% |
19.11.2024 | 4.60% | 0.23 CHF | 0.24 CHF | 65'000 | 65'000 | 35'864 | 35'864 | 7'950 CHF | 8'310 CHF | 98.91% | 98.91% |
18.11.2024 | 7.15% | 0.16 CHF | 0.17 CHF | 65'000 | 65'000 | 35'736 | 35'736 | 5'056 CHF | 5'415 CHF | 99.59% | 99.59% |
15.11.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 4'178 CHF | 4'537 CHF | 99.89% | 99.89% |
14.11.2024 | 15.09% | 0.13 CHF | 0.14 CHF | 65'000 | 65'000 | 36'261 | 36'261 | 3'105 CHF | 3'468 CHF | 98.84% | 98.84% |
13.11.2024 | 6.54% | 0.12 CHF | 0.13 CHF | 65'000 | 65'000 | 35'805 | 35'805 | 5'258 CHF | 5'617 CHF | 100.00% | 100.00% |
12.11.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 65'000 | 65'000 | 33'378 | 33'378 | 5'118 CHF | 5'454 CHF | 100.00% | 100.00% |
11.11.2024 | 3.55% | 0.21 CHF | 0.22 CHF | 65'000 | 65'000 | 35'513 | 35'513 | 9'893 CHF | 10'252 CHF | 99.93% | 99.93% |
08.11.2024 | 5.38% | 0.36 CHF | 0.37 CHF | 65'000 | 65'000 | 24'621 | 24'621 | 8'781 CHF | 9'051 CHF | 100.00% | 100.00% |
07.11.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 10'536 CHF | 10'824 CHF | 98.68% | 98.68% |