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 | 6.43% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 82'728 | 82'728 | 13'162 CHF | 13'993 CHF | 99.90% | 99.90% |
19.11.2024 | 6.92% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 90'237 | 90'237 | 13'175 CHF | 14'082 CHF | 98.91% | 98.91% |
18.11.2024 | 8.90% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 106'500 | 106'500 | 11'968 CHF | 13'039 CHF | 99.59% | 99.59% |
15.11.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 180'000 | 180'000 | 101'876 | 101'876 | 10'553 CHF | 11'578 CHF | 99.89% | 99.89% |
14.11.2024 | 10.93% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 103'634 | 103'634 | 9'770 CHF | 10'811 CHF | 98.84% | 98.84% |
13.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 180'000 | 180'000 | 96'776 | 96'776 | 11'574 CHF | 12'545 CHF | 100.00% | 100.00% |
12.11.2024 | 10.96% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 83'781 | 83'781 | 10'119 CHF | 11'174 CHF | 100.00% | 100.00% |
11.11.2024 | 5.65% | 0.14 CHF | 0.15 CHF | 140'000 | 140'000 | 77'597 | 77'597 | 13'674 CHF | 14'460 CHF | 99.93% | 99.93% |
08.11.2024 | 8.86% | 0.21 CHF | 0.22 CHF | 140'000 | 140'000 | 52'666 | 52'666 | 11'096 CHF | 11'679 CHF | 99.86% | 99.86% |
07.11.2024 | 4.81% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 66'731 | 66'731 | 14'506 CHF | 15'197 CHF | 98.22% | 98.22% |