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 | 8.13% | 0.39 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'285 CHF | 23'085 CHF | 100.00% | 100.00% |
19.11.2024 | 6.24% | 0.45 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'993 CHF | 29'793 CHF | 100.00% | 100.00% |
18.11.2024 | 6.66% | 0.41 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'167 CHF | 27'967 CHF | 98.99% | 98.99% |
15.11.2024 | 7.75% | 0.43 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'388 CHF | 24'188 CHF | 100.00% | 100.00% |
14.11.2024 | 8.24% | 0.32 CHF | 0.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'017 CHF | 22'817 CHF | 100.00% | 100.00% |
13.11.2024 | 7.57% | 0.39 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'884 CHF | 24'684 CHF | 99.86% | 99.86% |
12.11.2024 | 10.42% | 0.30 CHF | 0.33 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'380 CHF | 18'180 CHF | 100.00% | 100.00% |
11.11.2024 | 10.49% | 0.24 CHF | 0.27 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 16'431 CHF | 18'231 CHF | 100.00% | 100.00% |
08.11.2024 | 7.91% | 0.36 CHF | 0.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'865 CHF | 23'665 CHF | 100.00% | 100.00% |
07.11.2024 | 7.55% | 0.38 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'948 CHF | 24'748 CHF | 99.67% | 99.67% |