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 | 5.71% | 0.17 CHF | 0.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'405 CHF | 3'605 CHF | 100.00% | 100.00% |
19.11.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'184 CHF | 3'384 CHF | 100.00% | 100.00% |
18.11.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'597 CHF | 3'797 CHF | 100.00% | 100.00% |
15.11.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 3'103 CHF | 3'253 CHF | 100.00% | 100.00% |
14.11.2024 | 4.96% | 0.22 CHF | 0.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'020 CHF | 2'122 CHF | 99.27% | 99.27% |
13.11.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'749 CHF | 3'849 CHF | 100.00% | 100.00% |
12.11.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'072 CHF | 4'182 CHF | 100.00% | 100.00% |
11.11.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 4'653 CHF | 4'761 CHF | 100.00% | 100.00% |
08.11.2024 | 2.71% | 0.46 CHF | 0.47 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 3'659 CHF | 3'760 CHF | 100.00% | 100.00% |
07.11.2024 | 1.90% | 0.60 CHF | 0.61 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 5'516 CHF | 5'622 CHF | 99.61% | 99.61% |