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 | 13.29% | 0.15 CHF | 0.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'087 CHF | 12'647 CHF | 100.00% | 100.00% |
19.11.2024 | 14.09% | 0.20 CHF | 0.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'406 CHF | 11'972 CHF | 100.00% | 100.00% |
18.11.2024 | 11.96% | 0.25 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'755 CHF | 15'504 CHF | 98.95% | 98.95% |
15.11.2024 | 11.19% | 0.18 CHF | 0.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'005 CHF | 16'773 CHF | 100.00% | 100.00% |
14.11.2024 | 8.12% | 0.38 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'278 CHF | 23'078 CHF | 100.00% | 100.00% |
13.11.2024 | 8.11% | 0.35 CHF | 0.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 21'363 CHF | 23'163 CHF | 99.88% | 99.88% |
12.11.2024 | 6.19% | 0.42 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'218 CHF | 30'018 CHF | 100.00% | 100.00% |
11.11.2024 | 5.15% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 34'105 CHF | 35'905 CHF | 100.00% | 100.00% |
08.11.2024 | 6.17% | 0.48 CHF | 0.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'378 CHF | 30'178 CHF | 100.00% | 100.00% |
07.11.2024 | 5.02% | 0.59 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'995 CHF | 36'795 CHF | 99.67% | 99.67% |