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 | 25.65% | 0.15 CHF | 0.20 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 1'031 CHF | 1'335 CHF | 99.64% | 99.64% |
19.11.2024 | 25.74% | 0.19 CHF | 0.24 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 1'046 CHF | 1'351 CHF | 99.64% | 99.64% |
18.11.2024 | 29.22% | 0.18 CHF | 0.23 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 922 CHF | 1'227 CHF | 99.64% | 99.64% |
15.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 298'209 | 60'507 | 50'848 CHF | 10'832 CHF | 98.73% | 98.73% |
14.11.2024 | 6.16% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 324'303 | 60'867 | 51'013 CHF | 10'376 CHF | 99.64% | 99.64% |
13.11.2024 | 6.90% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 348'229 | 61'565 | 50'278 CHF | 9'534 CHF | 90.84% | 90.84% |
12.11.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 333'683 | 66'696 | 51'062 CHF | 10'900 CHF | 64.85% | 64.85% |
11.11.2024 | 5.62% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 292'780 | 60'459 | 50'612 CHF | 10'846 CHF | 97.27% | 97.27% |
08.11.2024 | 4.92% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 252'926 | 60'867 | 50'173 CHF | 12'661 CHF | 99.64% | 99.64% |
07.11.2024 | 6.16% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 324'006 | 60'871 | 50'939 CHF | 10'443 CHF | 99.59% | 99.59% |