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 | 8.59% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 20'269 CHF | 22'069 CHF | 100.00% | 100.00% |
19.11.2024 | 8.81% | 0.13 CHF | 0.14 CHF | 140'000 | 140'000 | 139'975 | 139'975 | 18'370 CHF | 20'050 CHF | 99.84% | 99.84% |
18.11.2024 | 7.90% | 0.14 CHF | 0.16 CHF | 130'000 | 130'000 | 129'970 | 129'970 | 19'002 CHF | 20'562 CHF | 100.00% | 100.00% |
15.11.2024 | 6.48% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 23'325 CHF | 24'885 CHF | 100.00% | 100.00% |
14.11.2024 | 6.91% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 25'365 CHF | 27'165 CHF | 100.00% | 100.00% |
13.11.2024 | 8.10% | 0.14 CHF | 0.15 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 19'953 CHF | 21'633 CHF | 100.00% | 100.00% |
12.11.2024 | 6.21% | 0.15 CHF | 0.17 CHF | 140'000 | 140'000 | 131'376 | 131'376 | 24'719 CHF | 26'296 CHF | 99.85% | 99.85% |
11.11.2024 | 6.05% | 0.18 CHF | 0.19 CHF | 140'000 | 140'000 | 140'087 | 140'087 | 26'989 CHF | 28'671 CHF | 100.00% | 100.00% |
08.11.2024 | 7.61% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 21'290 CHF | 22'970 CHF | 98.58% | 98.58% |
07.11.2024 | 6.79% | 0.17 CHF | 0.18 CHF | 160'000 | 160'000 | 159'988 | 159'988 | 27'376 CHF | 29'296 CHF | 100.00% | 100.00% |