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 | 15.18% | 0.09 CHF | 0.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 4'433 CHF | 5'153 CHF | 99.42% | 99.42% |
19.11.2024 | 13.39% | 0.13 CHF | 0.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 5'033 CHF | 5'753 CHF | 100.00% | 100.00% |
18.11.2024 | 15.10% | 0.11 CHF | 0.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 4'423 CHF | 5'143 CHF | 99.88% | 99.88% |
15.11.2024 | 16.69% | 0.10 CHF | 0.12 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 3'961 CHF | 4'681 CHF | 100.00% | 100.00% |
14.11.2024 | 15.45% | 0.12 CHF | 0.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 4'314 CHF | 5'034 CHF | 98.67% | 98.67% |
13.11.2024 | 15.61% | 0.11 CHF | 0.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 4'273 CHF | 4'993 CHF | 100.00% | 100.00% |
12.11.2024 | 11.52% | 0.14 CHF | 0.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 5'896 CHF | 6'616 CHF | 99.87% | 99.87% |
11.11.2024 | 8.66% | 0.19 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'974 CHF | 8'694 CHF | 100.00% | 100.00% |
08.11.2024 | 8.10% | 0.21 CHF | 0.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 8'541 CHF | 9'261 CHF | 98.31% | 98.31% |
07.11.2024 | 7.78% | 0.22 CHF | 0.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'567 CHF | 10'339 CHF | 100.00% | 100.00% |