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 | 21.31% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'165 CHF | 12'565 CHF | 100.00% | 100.00% |
19.11.2024 | 20.30% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'744 CHF | 13'144 CHF | 100.00% | 100.00% |
18.11.2024 | 15.82% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 13'993 CHF | 16'393 CHF | 100.00% | 100.00% |
15.11.2024 | 13.36% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 16'813 CHF | 19'213 CHF | 100.00% | 100.00% |
14.11.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 18'034 CHF | 20'434 CHF | 100.00% | 100.00% |
13.11.2024 | 13.18% | 0.07 CHF | 0.08 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 17'085 CHF | 19'485 CHF | 100.00% | 100.00% |
12.11.2024 | 11.58% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 16'357 CHF | 18'357 CHF | 100.00% | 100.00% |
11.11.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 22'912 CHF | 25'112 CHF | 100.00% | 100.00% |
08.11.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 19'645 CHF | 21'545 CHF | 98.90% | 98.90% |
07.11.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 180'000 | 180'000 | 182'843 | 182'843 | 24'467 CHF | 26'295 CHF | 100.00% | 100.00% |