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 | 3.28% | 0.38 CHF | 0.39 CHF | 60'000 | 60'000 | 30'539 | 30'539 | 11'812 CHF | 12'171 CHF | 99.89% | 99.89% |
19.11.2024 | 3.63% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 30'507 | 30'507 | 10'699 CHF | 11'058 CHF | 100.00% | 100.00% |
18.11.2024 | 3.64% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 21'032 | 21'032 | 7'247 CHF | 7'496 CHF | 99.89% | 99.89% |
15.11.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 30'539 | 30'539 | 10'197 CHF | 10'504 CHF | 99.90% | 99.90% |
14.11.2024 | 3.43% | 0.32 CHF | 0.33 CHF | 60'000 | 60'000 | 30'560 | 30'560 | 9'063 CHF | 9'370 CHF | 100.00% | 100.00% |
13.11.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 30'523 | 30'523 | 8'994 CHF | 9'300 CHF | 100.00% | 100.00% |
12.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 31'551 | 31'551 | 10'156 CHF | 10'499 CHF | 99.90% | 99.90% |
11.11.2024 | 11.81% | 0.37 CHF | 0.38 CHF | 60'000 | 60'000 | 10'803 | 10'803 | 4'030 CHF | 4'430 CHF | 99.55% | 99.55% |
08.11.2024 | 3.40% | 0.35 CHF | 0.36 CHF | 60'000 | 60'000 | 30'579 | 30'579 | 9'396 CHF | 9'703 CHF | 100.00% | 100.00% |
07.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 70'000 | 70'000 | 32'668 | 32'668 | 9'689 CHF | 10'018 CHF | 99.89% | 99.89% |