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 | 15.37% | 0.06 CHF | 0.07 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 18'078 CHF | 3'513 CHF | 99.38% | 99.38% |
19.11.2024 | 18.45% | 0.05 CHF | 0.06 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 14'923 CHF | 2'987 CHF | 99.37% | 99.37% |
18.11.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 22'353 CHF | 4'225 CHF | 99.22% | 99.22% |
15.11.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 32'852 CHF | 5'975 CHF | 99.37% | 99.37% |
14.11.2024 | 7.61% | 0.12 CHF | 0.13 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 37'943 CHF | 6'824 CHF | 99.36% | 99.36% |
13.11.2024 | 9.66% | 0.12 CHF | 0.13 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 29'723 CHF | 5'454 CHF | 99.36% | 99.36% |
12.11.2024 | 8.42% | 0.10 CHF | 0.11 CHF | 299'999 | 50'000 | 299'999 | 50'000 | 34'191 CHF | 6'199 CHF | 99.37% | 99.37% |
11.11.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 299'999 | 50'000 | 299'999 | 50'000 | 41'403 CHF | 7'401 CHF | 99.37% | 99.37% |
08.11.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 299'999 | 50'000 | 299'999 | 50'000 | 39'890 CHF | 7'148 CHF | 99.38% | 99.38% |
07.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 48'296 CHF | 8'549 CHF | 99.28% | 99.28% |