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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 28'623 | 28'623 | 7'928 CHF | 8'216 CHF | 100.00% | 100.00% |
22.11.2024 | 3.46% | 0.28 CHF | 0.30 CHF | 60'000 | 60'000 | 28'469 | 28'469 | 8'388 CHF | 8'674 CHF | 100.00% | 100.00% |
20.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 30'538 | 30'538 | 8'772 CHF | 9'078 CHF | 99.90% | 99.90% |
19.11.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 30'508 | 30'508 | 7'866 CHF | 8'172 CHF | 100.00% | 100.00% |
18.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 21'032 | 21'032 | 5'308 CHF | 5'520 CHF | 99.90% | 99.90% |
15.11.2024 | 4.18% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 30'539 | 30'539 | 7'468 CHF | 7'775 CHF | 99.90% | 99.90% |
14.11.2024 | 4.66% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 30'558 | 30'558 | 6'618 CHF | 6'925 CHF | 100.00% | 100.00% |
13.11.2024 | 4.79% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 30'523 | 30'523 | 6'550 CHF | 6'857 CHF | 100.00% | 100.00% |
12.11.2024 | 4.15% | 0.22 CHF | 0.23 CHF | 70'000 | 70'000 | 31'551 | 31'551 | 7'475 CHF | 7'792 CHF | 99.90% | 99.90% |
11.11.2024 | 14.81% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 10'803 | 10'803 | 2'980 CHF | 3'360 CHF | 99.57% | 99.57% |