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 | 12.08% | 0.07 CHF | 0.08 CHF | 260'000 | 260'000 | 252'807 | 252'807 | 20'094 CHF | 22'625 CHF | 100.00% | 100.00% |
19.11.2024 | 13.33% | 0.08 CHF | 0.09 CHF | 260'000 | 260'000 | 256'631 | 256'631 | 18'378 CHF | 20'947 CHF | 100.00% | 100.00% |
18.11.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 240'000 | 240'000 | 237'589 | 237'589 | 23'531 CHF | 25'909 CHF | 100.00% | 100.00% |
15.11.2024 | 9.26% | 0.11 CHF | 0.12 CHF | 240'000 | 240'000 | 238'555 | 238'555 | 25'128 CHF | 27'516 CHF | 100.00% | 100.00% |
14.11.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 260'000 | 260'000 | 257'367 | 257'367 | 22'286 CHF | 24'863 CHF | 99.18% | 99.18% |
13.11.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 260'000 | 260'000 | 250'349 | 250'349 | 23'288 CHF | 25'794 CHF | 100.00% | 100.00% |
12.11.2024 | 8.71% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 220'242 | 220'242 | 24'722 CHF | 26'926 CHF | 100.00% | 100.00% |
11.11.2024 | 5.38% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 237'585 | 237'585 | 43'917 CHF | 46'295 CHF | 100.00% | 100.00% |
08.11.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 170'000 | 170'000 | 168'263 | 168'263 | 24'750 CHF | 26'435 CHF | 98.47% | 98.47% |
07.11.2024 | 4.20% | 0.28 CHF | 0.28 CHF | 230'000 | 230'000 | 227'686 | 227'686 | 54'958 CHF | 57'237 CHF | 100.00% | 100.00% |