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 | 6.39% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 10'633 CHF | 11'334 CHF | 100.00% | 100.00% |
19.11.2024 | 6.45% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 10'517 CHF | 11'218 CHF | 100.00% | 100.00% |
18.11.2024 | 6.70% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 58'438 | 58'438 | 10'113 CHF | 10'815 CHF | 100.00% | 100.00% |
15.11.2024 | 7.47% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 58'436 | 58'436 | 9'073 CHF | 9'774 CHF | 100.00% | 100.00% |
14.11.2024 | 8.21% | 0.14 CHF | 0.15 CHF | 60'000 | 60'000 | 58'426 | 58'426 | 8'198 CHF | 8'899 CHF | 99.36% | 99.36% |
13.11.2024 | 7.73% | 0.15 CHF | 0.16 CHF | 60'000 | 60'000 | 58'437 | 58'437 | 8'725 CHF | 9'426 CHF | 100.00% | 100.00% |
12.11.2024 | 7.56% | 0.14 CHF | 0.16 CHF | 60'000 | 60'000 | 59'464 | 59'464 | 9'090 CHF | 9'803 CHF | 68.32% | 100.00% |
11.11.2024 | 6.26% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 58'435 | 58'435 | 10'853 CHF | 11'555 CHF | 99.93% | 99.93% |
08.11.2024 | 5.43% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 58'437 | 58'437 | 12'890 CHF | 13'611 CHF | 100.00% | 100.00% |
07.11.2024 | 4.95% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 58'413 | 58'413 | 17'289 CHF | 18'165 CHF | 98.53% | 98.53% |