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 | 2.96% | 0.50 CHF | 0.51 CHF | 60'000 | 60'000 | 30'537 | 30'537 | 15'787 CHF | 16'199 CHF | 99.90% | 99.90% |
19.11.2024 | 2.72% | 0.48 CHF | 0.49 CHF | 60'000 | 60'000 | 30'508 | 30'508 | 14'346 CHF | 14'706 CHF | 100.00% | 100.00% |
18.11.2024 | 2.72% | 0.46 CHF | 0.47 CHF | 60'000 | 60'000 | 21'031 | 21'031 | 9'750 CHF | 9'999 CHF | 99.90% | 99.90% |
15.11.2024 | 2.88% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 30'525 | 30'525 | 13'748 CHF | 14'107 CHF | 99.90% | 99.90% |
14.11.2024 | 3.18% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 30'557 | 30'557 | 12'307 CHF | 12'666 CHF | 100.00% | 100.00% |
13.11.2024 | 3.25% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 30'523 | 30'523 | 12'233 CHF | 12'592 CHF | 100.00% | 100.00% |
12.11.2024 | 2.88% | 0.40 CHF | 0.41 CHF | 70'000 | 70'000 | 31'397 | 31'397 | 13'605 CHF | 13'975 CHF | 99.90% | 99.90% |
11.11.2024 | 9.41% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 10'803 | 10'803 | 5'404 CHF | 5'823 CHF | 99.56% | 99.56% |
08.11.2024 | 3.16% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 30'604 | 30'604 | 12'763 CHF | 13'123 CHF | 100.00% | 100.00% |
07.11.2024 | 3.16% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 32'668 | 32'668 | 13'177 CHF | 13'558 CHF | 99.90% | 99.90% |