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 | 8.86% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 90'032 | 90'034 | 9'707 CHF | 10'607 CHF | 99.97% | 99.97% |
19.11.2024 | 13.85% | 0.07 CHF | 0.08 CHF | 125'000 | 125'000 | 129'737 | 129'738 | 8'718 CHF | 10'016 CHF | 99.85% | 99.85% |
18.11.2024 | 10.96% | 0.07 CHF | 0.08 CHF | 125'000 | 125'000 | 105'771 | 105'766 | 9'162 CHF | 10'219 CHF | 99.91% | 99.91% |
15.11.2024 | 9.62% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'150 | 100'152 | 10'002 CHF | 11'004 CHF | 100.00% | 100.00% |
14.11.2024 | 11.81% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 115'629 | 115'628 | 9'206 CHF | 10'362 CHF | 99.52% | 99.52% |
13.11.2024 | 18.51% | 0.05 CHF | 0.06 CHF | 175'000 | 175'000 | 176'822 | 176'820 | 8'687 CHF | 10'456 CHF | 99.95% | 99.95% |
12.11.2024 | 13.72% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 130'805 | 130'806 | 8'921 CHF | 10'229 CHF | 99.80% | 99.80% |
11.11.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 123'640 | 123'640 | 10'120 CHF | 11'357 CHF | 99.78% | 99.78% |
08.11.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 125'789 | 125'788 | 9'389 CHF | 10'646 CHF | 99.88% | 99.88% |
07.11.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 125'000 | 125'000 | 111'511 | 111'512 | 10'210 CHF | 11'325 CHF | 99.90% | 99.90% |