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 | 10.48% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 6'347 CHF | 7'048 CHF | 100.00% | 100.00% |
19.11.2024 | 10.39% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 6'399 CHF | 7'100 CHF | 100.00% | 100.00% |
18.11.2024 | 10.94% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 58'438 | 58'438 | 6'062 CHF | 6'763 CHF | 100.00% | 100.00% |
15.11.2024 | 12.49% | 0.09 CHF | 0.11 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 5'292 CHF | 5'993 CHF | 100.00% | 100.00% |
14.11.2024 | 14.06% | 0.08 CHF | 0.09 CHF | 60'000 | 60'000 | 58'426 | 58'426 | 4'644 CHF | 5'345 CHF | 99.36% | 99.36% |
13.11.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 60'000 | 60'000 | 58'437 | 58'437 | 5'003 CHF | 5'704 CHF | 100.00% | 100.00% |
12.11.2024 | 12.91% | 0.08 CHF | 0.09 CHF | 60'000 | 60'000 | 59'464 | 59'464 | 5'181 CHF | 5'894 CHF | 68.32% | 100.00% |
11.11.2024 | 10.63% | 0.10 CHF | 0.11 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 6'248 CHF | 6'949 CHF | 99.93% | 99.93% |
08.11.2024 | 8.69% | 0.12 CHF | 0.13 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 7'761 CHF | 8'462 CHF | 100.00% | 100.00% |
07.11.2024 | 6.08% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 58'413 | 58'413 | 11'208 CHF | 11'909 CHF | 98.53% | 98.53% |