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 | 20.86% | 0.06 CHF | 0.07 CHF | 200'000 | 200'000 | 213'408 | 213'407 | 9'166 CHF | 11'300 CHF | 99.96% | 99.96% |
19.11.2024 | 12.17% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 132'167 | 132'170 | 10'270 CHF | 11'592 CHF | 99.85% | 99.85% |
18.11.2024 | 15.47% | 0.07 CHF | 0.08 CHF | 125'000 | 125'000 | 160'668 | 160'673 | 9'586 CHF | 11'193 CHF | 99.89% | 99.89% |
15.11.2024 | 15.32% | 0.05 CHF | 0.06 CHF | 175'000 | 175'000 | 164'203 | 164'203 | 9'919 CHF | 11'561 CHF | 100.00% | 100.00% |
14.11.2024 | 11.99% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 132'073 | 132'069 | 10'365 CHF | 11'685 CHF | 99.66% | 99.66% |
13.11.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 99'213 | 99'213 | 13'091 CHF | 14'084 CHF | 99.96% | 99.96% |
12.11.2024 | 9.71% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 117'234 | 117'234 | 11'495 CHF | 12'667 CHF | 99.77% | 99.77% |
11.11.2024 | 10.52% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 124'827 | 124'826 | 11'295 CHF | 12'544 CHF | 99.78% | 99.78% |
08.11.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'450 | 100'452 | 10'998 CHF | 12'003 CHF | 99.83% | 99.83% |
07.11.2024 | 9.95% | 0.10 CHF | 0.11 CHF | 125'000 | 125'000 | 122'644 | 122'644 | 11'744 CHF | 12'971 CHF | 99.90% | 99.90% |