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 | 11.84% | 0.27 CHF | 0.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'343 CHF | 16'143 CHF | 100.00% | 100.00% |
19.11.2024 | 8.62% | 0.33 CHF | 0.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'074 CHF | 21'874 CHF | 100.00% | 100.00% |
18.11.2024 | 9.24% | 0.28 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'594 CHF | 20'394 CHF | 98.99% | 98.99% |
15.11.2024 | 11.46% | 0.29 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'856 CHF | 16'656 CHF | 100.00% | 100.00% |
14.11.2024 | 11.54% | 0.21 CHF | 0.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'324 CHF | 16'073 CHF | 100.00% | 100.00% |
13.11.2024 | 10.73% | 0.28 CHF | 0.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'895 CHF | 17'695 CHF | 99.88% | 99.88% |
12.11.2024 | 13.46% | 0.20 CHF | 0.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'818 CHF | 12'378 CHF | 100.00% | 100.00% |
11.11.2024 | 13.18% | 0.16 CHF | 0.18 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 11'237 CHF | 12'797 CHF | 100.00% | 100.00% |
08.11.2024 | 11.18% | 0.25 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'215 CHF | 17'015 CHF | 100.00% | 100.00% |
07.11.2024 | 10.31% | 0.27 CHF | 0.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'562 CHF | 18'362 CHF | 99.67% | 99.67% |