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 | 5.73% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'998 CHF | 35'998 CHF | 95.88% | 95.88% |
19.11.2024 | 8.58% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 22'770 CHF | 24'770 CHF | 99.91% | 99.91% |
18.11.2024 | 8.60% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 11'158 CHF | 12'158 CHF | 95.74% | 95.74% |
15.11.2024 | 6.48% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 149'996 | 22'611 CHF | 24'110 CHF | 95.83% | 95.83% |
14.11.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'877 CHF | 35'377 CHF | 95.84% | 95.84% |
13.11.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 32'225 CHF | 33'725 CHF | 99.84% | 99.84% |
12.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 32'764 CHF | 34'264 CHF | 99.67% | 99.67% |
11.11.2024 | 3.91% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'663 CHF | 39'163 CHF | 95.73% | 95.73% |
08.11.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 30'277 CHF | 31'777 CHF | 99.93% | 99.93% |
07.11.2024 | 5.38% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 27'479 CHF | 28'979 CHF | 95.75% | 95.75% |