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 | 8.79% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 21'826 CHF | 23'826 CHF | 99.81% | 99.81% |
19.11.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 32'186 CHF | 34'186 CHF | 99.72% | 99.72% |
18.11.2024 | 6.52% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 29'698 CHF | 31'698 CHF | 99.71% | 99.71% |
15.11.2024 | 6.77% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'649 CHF | 30'649 CHF | 99.81% | 99.81% |
14.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'772 CHF | 27'772 CHF | 99.81% | 99.81% |
13.11.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'907 CHF | 27'907 CHF | 99.81% | 99.81% |
12.11.2024 | 6.47% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'023 CHF | 32'023 CHF | 99.51% | 99.51% |
11.11.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 29'976 CHF | 31'976 CHF | 99.72% | 99.72% |
08.11.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'068 CHF | 33'068 CHF | 99.81% | 99.81% |
07.11.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'550 CHF | 27'550 CHF | 95.70% | 95.70% |