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 | 13.47% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 164'361 | 164'361 | 11'762 CHF | 13'411 CHF | 99.90% | 99.90% |
19.11.2024 | 13.53% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 163'753 | 163'753 | 12'119 CHF | 13'772 CHF | 100.00% | 100.00% |
18.11.2024 | 14.35% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 164'503 | 164'503 | 11'416 CHF | 13'066 CHF | 99.89% | 99.89% |
15.11.2024 | 14.46% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 164'627 | 164'627 | 10'598 CHF | 12'247 CHF | 99.90% | 99.90% |
14.11.2024 | 15.38% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 163'181 | 163'181 | 10'424 CHF | 12'063 CHF | 99.36% | 99.36% |
13.11.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 172'871 | 172'871 | 9'815 CHF | 11'550 CHF | 100.00% | 100.00% |
12.11.2024 | 15.32% | 0.07 CHF | 0.08 CHF | 310'000 | 310'000 | 172'817 | 172'817 | 10'782 CHF | 12'517 CHF | 100.00% | 100.00% |
11.11.2024 | 13.07% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 165'702 | 165'702 | 11'763 CHF | 13'426 CHF | 99.66% | 99.66% |
08.11.2024 | 10.05% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 170'326 | 170'326 | 16'394 CHF | 18'104 CHF | 100.00% | 100.00% |
07.11.2024 | 13.07% | 0.09 CHF | 0.10 CHF | 310'000 | 310'000 | 172'857 | 172'857 | 13'240 CHF | 14'976 CHF | 100.00% | 100.00% |