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 | 6.20% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 26'002 | 26'002 | 6'791 CHF | 7'181 CHF | 99.90% | 99.90% |
19.11.2024 | 6.04% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 30'483 | 30'483 | 6'589 CHF | 6'957 CHF | 100.00% | 100.00% |
18.11.2024 | 5.78% | 0.21 CHF | 0.22 CHF | 60'000 | 60'000 | 21'032 | 21'032 | 4'512 CHF | 4'765 CHF | 99.90% | 99.90% |
15.11.2024 | 5.94% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 30'539 | 30'539 | 6'400 CHF | 6'748 CHF | 99.90% | 99.90% |
14.11.2024 | 6.77% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 30'558 | 30'558 | 4'970 CHF | 5'298 CHF | 100.00% | 100.00% |
13.11.2024 | 6.79% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 30'525 | 30'525 | 5'109 CHF | 5'437 CHF | 100.00% | 100.00% |
12.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 30'535 | 30'535 | 6'280 CHF | 6'634 CHF | 99.90% | 99.90% |
11.11.2024 | 16.15% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 10'472 | 10'472 | 2'939 CHF | 3'346 CHF | 99.46% | 99.46% |
08.11.2024 | 5.79% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 30'580 | 30'580 | 6'174 CHF | 6'503 CHF | 100.00% | 100.00% |
07.11.2024 | 6.00% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 32'668 | 32'668 | 6'015 CHF | 6'364 CHF | 99.90% | 99.90% |