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 | 10.12% | 0.16 CHF | 0.17 CHF | 132'000 | 132'000 | 58'801 | 58'801 | 9'289 CHF | 10'116 CHF | 99.38% | 99.38% |
19.11.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 134'000 | 134'000 | 111'607 | 111'607 | 21'583 CHF | 22'699 CHF | 12.75% | 12.75% |
18.11.2024 | 7.15% | 0.18 CHF | 0.19 CHF | 98'000 | 98'000 | 44'087 | 44'087 | 7'741 CHF | 8'248 CHF | 99.75% | 99.75% |
15.11.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 98'000 | 98'000 | 44'050 | 44'050 | 8'710 CHF | 9'218 CHF | 99.72% | 99.72% |
14.11.2024 | 7.89% | 0.16 CHF | 0.17 CHF | 98'000 | 98'000 | 44'207 | 44'207 | 7'071 CHF | 7'581 CHF | 98.55% | 98.55% |
13.11.2024 | 7.70% | 0.14 CHF | 0.16 CHF | 98'000 | 98'000 | 44'143 | 44'143 | 6'901 CHF | 7'409 CHF | 100.00% | 100.00% |
12.11.2024 | 9.50% | 0.13 CHF | 0.14 CHF | 98'000 | 98'000 | 44'181 | 44'181 | 5'690 CHF | 6'199 CHF | 99.88% | 99.88% |
11.11.2024 | 8.97% | 0.12 CHF | 0.13 CHF | 98'000 | 98'000 | 44'109 | 44'109 | 5'737 CHF | 6'245 CHF | 99.90% | 99.90% |
08.11.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 45'119 | 45'119 | 8'226 CHF | 8'745 CHF | 99.04% | 99.04% |
07.11.2024 | 7.87% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 44'549 | 44'549 | 7'472 CHF | 7'984 CHF | 100.00% | 100.00% |