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 | 8.45% | 0.14 CHF | 0.15 CHF | 110'000 | 110'000 | 64'141 | 64'141 | 7'795 CHF | 8'440 CHF | 99.90% | 99.90% |
19.11.2024 | 9.57% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 64'222 | 64'222 | 6'748 CHF | 7'393 CHF | 98.91% | 98.91% |
18.11.2024 | 12.89% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 64'098 | 64'098 | 4'846 CHF | 5'491 CHF | 99.59% | 99.59% |
15.11.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 110'000 | 110'000 | 64'039 | 64'039 | 4'682 CHF | 5'327 CHF | 99.89% | 99.89% |
14.11.2024 | 15.33% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 62'306 | 62'306 | 4'122 CHF | 4'748 CHF | 98.84% | 98.84% |
13.11.2024 | 10.09% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 64'146 | 64'146 | 6'082 CHF | 6'726 CHF | 100.00% | 100.00% |
12.11.2024 | 14.30% | 0.10 CHF | 0.11 CHF | 110'000 | 110'000 | 59'564 | 59'564 | 5'474 CHF | 6'225 CHF | 100.00% | 100.00% |
11.11.2024 | 6.32% | 0.12 CHF | 0.13 CHF | 90'000 | 90'000 | 51'793 | 51'793 | 8'173 CHF | 8'698 CHF | 99.93% | 99.93% |
08.11.2024 | 8.90% | 0.21 CHF | 0.22 CHF | 90'000 | 90'000 | 34'856 | 34'856 | 7'409 CHF | 7'795 CHF | 99.93% | 99.93% |
07.11.2024 | 4.81% | 0.24 CHF | 0.25 CHF | 80'000 | 80'000 | 43'024 | 43'024 | 10'040 CHF | 10'497 CHF | 98.22% | 98.22% |