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 | 8.43% | 0.28 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 20'645 CHF | 22'445 CHF | 100.00% | 100.00% |
19.11.2024 | 8.93% | 0.37 CHF | 0.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'358 CHF | 21'158 CHF | 100.00% | 100.00% |
18.11.2024 | 7.17% | 0.44 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'261 CHF | 26'061 CHF | 98.95% | 98.95% |
15.11.2024 | 6.73% | 0.34 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'068 CHF | 27'868 CHF | 100.00% | 100.00% |
14.11.2024 | 5.12% | 0.60 CHF | 0.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'237 CHF | 36'037 CHF | 100.00% | 100.00% |
13.11.2024 | 5.17% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'974 CHF | 35'774 CHF | 99.86% | 99.86% |
12.11.2024 | 4.01% | 0.65 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'649 CHF | 38'149 CHF | 100.00% | 100.00% |
11.11.2024 | 3.47% | 0.85 CHF | 0.88 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 51'103 CHF | 52'903 CHF | 100.00% | 100.00% |
08.11.2024 | 4.19% | 0.71 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'099 CHF | 36'599 CHF | 100.00% | 100.00% |
07.11.2024 | 3.56% | 0.85 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'459 CHF | 42'959 CHF | 99.68% | 99.68% |