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 | 11.58% | 0.08 CHF | 0.09 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 17'932 CHF | 20'132 CHF | 100.00% | 100.00% |
19.11.2024 | 9.45% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 183'757 | 183'757 | 18'663 CHF | 20'500 CHF | 99.85% | 99.85% |
18.11.2024 | 10.86% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 218'433 | 218'433 | 19'469 CHF | 21'653 CHF | 99.95% | 99.95% |
15.11.2024 | 10.88% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 16'622 CHF | 18'522 CHF | 99.99% | 99.99% |
14.11.2024 | 9.27% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 166'944 | 166'944 | 17'251 CHF | 18'921 CHF | 99.94% | 99.94% |
13.11.2024 | 12.00% | 0.14 CHF | 0.15 CHF | 170'000 | 170'000 | 174'820 | 174'820 | 14'443 CHF | 16'192 CHF | 99.11% | 99.11% |
12.11.2024 | 3.60% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 120'042 | 120'042 | 33'057 CHF | 34'259 CHF | 97.64% | 97.64% |
11.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 119'962 | 119'962 | 39'713 CHF | 40'913 CHF | 99.22% | 99.22% |
08.11.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 127'773 | 127'773 | 36'294 CHF | 37'572 CHF | 98.72% | 98.72% |
07.11.2024 | 3.27% | 0.28 CHF | 0.30 CHF | 140'000 | 140'000 | 131'241 | 131'241 | 39'502 CHF | 40'814 CHF | 99.83% | 99.83% |