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 | 14.40% | 0.06 CHF | 0.07 CHF | 530'000 | 530'000 | 259'667 | 259'667 | 16'607 CHF | 19'209 CHF | 99.90% | 99.90% |
19.11.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 530'000 | 530'000 | 260'457 | 260'457 | 16'345 CHF | 18'953 CHF | 100.00% | 100.00% |
18.11.2024 | 15.90% | 0.07 CHF | 0.08 CHF | 520'000 | 520'000 | 253'897 | 253'897 | 15'988 CHF | 18'531 CHF | 99.86% | 99.86% |
15.11.2024 | 16.10% | 0.05 CHF | 0.06 CHF | 530'000 | 530'000 | 261'259 | 261'259 | 14'774 CHF | 17'390 CHF | 99.99% | 99.99% |
14.11.2024 | 11.44% | 0.07 CHF | 0.08 CHF | 520'000 | 520'000 | 245'797 | 245'797 | 20'476 CHF | 22'944 CHF | 100.00% | 100.00% |
13.11.2024 | 10.59% | 0.10 CHF | 0.11 CHF | 520'000 | 520'000 | 224'505 | 224'505 | 24'048 CHF | 26'759 CHF | 100.00% | 100.00% |
12.11.2024 | 7.26% | 0.12 CHF | 0.13 CHF | 510'000 | 510'000 | 242'429 | 242'429 | 32'770 CHF | 35'202 CHF | 99.85% | 99.85% |
11.11.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 241'100 | 241'100 | 35'705 CHF | 38'125 CHF | 100.00% | 100.00% |
08.11.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 460'000 | 460'000 | 218'070 | 218'070 | 38'136 CHF | 40'324 CHF | 99.75% | 99.75% |
07.11.2024 | 6.66% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 243'698 | 243'698 | 37'826 CHF | 40'279 CHF | 100.00% | 100.00% |