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 | 19.92% | 0.13 CHF | 0.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 7'059 CHF | 8'619 CHF | 100.00% | 100.00% |
19.11.2024 | 14.27% | 0.18 CHF | 0.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'260 CHF | 11'820 CHF | 100.00% | 100.00% |
18.11.2024 | 15.59% | 0.14 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'236 CHF | 10'796 CHF | 98.97% | 98.97% |
15.11.2024 | 20.65% | 0.13 CHF | 0.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'784 CHF | 8'344 CHF | 100.00% | 100.00% |
14.11.2024 | 19.80% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 7'170 CHF | 8'730 CHF | 100.00% | 100.00% |
13.11.2024 | 17.86% | 0.14 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 7'964 CHF | 9'524 CHF | 99.88% | 99.88% |
12.11.2024 | 25.19% | 0.10 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'417 CHF | 6'977 CHF | 100.00% | 100.00% |
11.11.2024 | 23.49% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 5'991 CHF | 7'551 CHF | 100.00% | 100.00% |
08.11.2024 | 17.92% | 0.13 CHF | 0.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 7'939 CHF | 9'499 CHF | 100.00% | 100.00% |
07.11.2024 | 15.42% | 0.16 CHF | 0.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'337 CHF | 10'897 CHF | 99.67% | 99.67% |