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 | 5.71% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 54'351 | 54'351 | 9'892 CHF | 10'438 CHF | 99.90% | 99.90% |
19.11.2024 | 6.33% | 0.17 CHF | 0.18 CHF | 120'000 | 120'000 | 66'375 | 66'375 | 10'710 CHF | 11'378 CHF | 98.91% | 98.91% |
18.11.2024 | 8.76% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 76'017 | 76'017 | 8'686 CHF | 9'451 CHF | 99.59% | 99.59% |
15.11.2024 | 9.20% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 75'938 | 75'938 | 8'057 CHF | 8'822 CHF | 99.89% | 99.89% |
14.11.2024 | 11.01% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 73'875 | 73'875 | 7'000 CHF | 7'742 CHF | 98.84% | 98.84% |
13.11.2024 | 7.35% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 70'809 | 70'809 | 9'329 CHF | 10'040 CHF | 100.00% | 100.00% |
12.11.2024 | 10.25% | 0.13 CHF | 0.14 CHF | 110'000 | 110'000 | 59'565 | 59'565 | 7'794 CHF | 8'545 CHF | 100.00% | 100.00% |
11.11.2024 | 4.62% | 0.17 CHF | 0.18 CHF | 80'000 | 80'000 | 47'343 | 47'343 | 10'372 CHF | 10'851 CHF | 99.93% | 99.93% |
08.11.2024 | 6.89% | 0.28 CHF | 0.28 CHF | 80'000 | 80'000 | 28'908 | 28'908 | 7'991 CHF | 8'317 CHF | 99.20% | 99.20% |
07.11.2024 | 3.91% | 0.31 CHF | 0.32 CHF | 80'000 | 80'000 | 43'026 | 43'026 | 12'557 CHF | 13'017 CHF | 98.22% | 98.22% |