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 | 6.34% | 0.12 CHF | 0.16 CHF | 197'216 | 75'000 | 192'298 | 75'000 | 29'384 CHF | 12'211 CHF | 14.13% | 100.00% |
19.11.2024 | 5.69% | 0.15 CHF | 0.16 CHF | 192'231 | 75'000 | 189'999 | 75'000 | 32'534 CHF | 13'595 CHF | 100.00% | 100.00% |
18.11.2024 | 6.34% | 0.17 CHF | 0.18 CHF | 191'593 | 75'000 | 193'380 | 75'000 | 29'576 CHF | 12'222 CHF | 100.00% | 100.00% |
15.11.2024 | 8.92% | 0.16 CHF | 0.17 CHF | 193'280 | 75'000 | 111'918 | 55'297 | 16'860 CHF | 9'045 CHF | 94.50% | 94.50% |
14.11.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 193'452 | 75'000 | 195'415 | 75'000 | 28'096 CHF | 11'536 CHF | 99.22% | 99.22% |
13.11.2024 | 9.41% | 0.11 CHF | 0.12 CHF | 199'691 | 75'000 | 199'897 | 74'160 | 20'390 CHF | 8'320 CHF | 99.36% | 99.36% |
12.11.2024 | 5.59% | 0.15 CHF | 0.16 CHF | 192'598 | 75'000 | 189'471 | 75'000 | 33'000 CHF | 13'814 CHF | 100.00% | 100.00% |
11.11.2024 | 5.88% | 0.18 CHF | 0.19 CHF | 188'905 | 75'000 | 190'052 | 75'000 | 31'447 CHF | 13'163 CHF | 100.00% | 100.00% |
08.11.2024 | 6.93% | 0.15 CHF | 0.16 CHF | 191'762 | 75'000 | 192'422 | 75'000 | 26'854 CHF | 11'218 CHF | 100.00% | 100.00% |
07.11.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 194'231 | 75'000 | 195'928 | 72'397 | 23'147 CHF | 9'291 CHF | 98.73% | 98.73% |