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 | 5.70% | 0.57 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'775 CHF | 32'575 CHF | 100.00% | 100.00% |
19.11.2024 | 4.55% | 0.62 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'751 CHF | 40'551 CHF | 100.00% | 100.00% |
18.11.2024 | 4.86% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'137 CHF | 37'937 CHF | 98.96% | 98.96% |
15.11.2024 | 5.43% | 0.61 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'326 CHF | 34'126 CHF | 100.00% | 100.00% |
14.11.2024 | 5.86% | 0.46 CHF | 0.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'874 CHF | 31'674 CHF | 100.00% | 100.00% |
13.11.2024 | 5.49% | 0.54 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'908 CHF | 33'708 CHF | 99.87% | 99.87% |
12.11.2024 | 7.18% | 0.44 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'178 CHF | 25'978 CHF | 100.00% | 100.00% |
11.11.2024 | 7.32% | 0.36 CHF | 0.39 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 23'827 CHF | 25'627 CHF | 100.00% | 100.00% |
08.11.2024 | 5.76% | 0.50 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'339 CHF | 32'139 CHF | 100.00% | 100.00% |
07.11.2024 | 5.58% | 0.51 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'371 CHF | 33'171 CHF | 99.68% | 99.68% |