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 | 30.15% | 0.06 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'467 CHF | 6'027 CHF | 100.00% | 100.00% |
19.11.2024 | 31.11% | 0.09 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'298 CHF | 5'858 CHF | 100.00% | 100.00% |
18.11.2024 | 22.12% | 0.12 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'294 CHF | 7'854 CHF | 98.98% | 98.98% |
15.11.2024 | 20.45% | 0.08 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'976 CHF | 8'536 CHF | 100.00% | 100.00% |
14.11.2024 | 13.02% | 0.20 CHF | 0.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'215 CHF | 12'775 CHF | 100.00% | 100.00% |
13.11.2024 | 12.73% | 0.19 CHF | 0.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'528 CHF | 13'088 CHF | 99.88% | 99.88% |
12.11.2024 | 10.59% | 0.23 CHF | 0.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'120 CHF | 17'920 CHF | 100.00% | 100.00% |
11.11.2024 | 8.20% | 0.35 CHF | 0.38 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 21'104 CHF | 22'904 CHF | 100.00% | 100.00% |
08.11.2024 | 9.96% | 0.29 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'255 CHF | 19'055 CHF | 100.00% | 100.00% |
07.11.2024 | 7.59% | 0.38 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'842 CHF | 24'642 CHF | 99.67% | 99.67% |