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 | 8.81% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 20'720 CHF | 22'620 CHF | 100.00% | 100.00% |
19.11.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 19'622 CHF | 21'622 CHF | 100.00% | 100.00% |
18.11.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 19'081 CHF | 20'981 CHF | 100.00% | 100.00% |
15.11.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 19'156 CHF | 20'756 CHF | 100.00% | 100.00% |
14.11.2024 | 7.44% | 0.15 CHF | 0.16 CHF | 210'000 | 210'000 | 209'871 | 209'871 | 27'274 CHF | 29'373 CHF | 100.00% | 100.00% |
13.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 191'022 | 191'022 | 19'484 CHF | 21'395 CHF | 100.00% | 100.00% |
12.11.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 20'418 CHF | 22'018 CHF | 100.00% | 100.00% |
11.11.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 160'000 | 160'000 | 159'979 | 159'979 | 28'100 CHF | 29'700 CHF | 100.00% | 100.00% |
08.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 143'639 | 143'639 | 23'028 CHF | 24'465 CHF | 100.00% | 100.00% |
07.11.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 30'344 CHF | 31'844 CHF | 100.00% | 100.00% |