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 | 4.75% | 0.86 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'334 CHF | 51'734 CHF | 100.00% | 100.00% |
19.11.2024 | 4.19% | 0.91 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 56'163 CHF | 58'563 CHF | 100.00% | 100.00% |
18.11.2024 | 4.34% | 0.88 CHF | 0.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 54'096 CHF | 56'496 CHF | 98.99% | 98.99% |
15.11.2024 | 4.69% | 0.89 CHF | 0.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'945 CHF | 52'345 CHF | 100.00% | 100.00% |
14.11.2024 | 4.90% | 0.77 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'849 CHF | 50'249 CHF | 100.00% | 100.00% |
13.11.2024 | 4.72% | 0.83 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'621 CHF | 52'021 CHF | 99.87% | 99.87% |
12.11.2024 | 5.53% | 0.73 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'170 CHF | 44'570 CHF | 100.00% | 100.00% |
11.11.2024 | 5.43% | 0.71 CHF | 0.75 CHF | 60'000 | 60'000 | 59'973 | 59'973 | 43'021 CHF | 45'421 CHF | 100.00% | 100.00% |
08.11.2024 | 4.94% | 0.78 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'375 CHF | 49'775 CHF | 100.00% | 100.00% |
07.11.2024 | 4.83% | 0.80 CHF | 0.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'496 CHF | 50'896 CHF | 99.67% | 99.67% |