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 | 6.00% | 0.15 CHF | 0.16 CHF | 75'000 | 75'000 | 58'781 | 58'781 | 9'460 CHF | 10'048 CHF | 99.95% | 99.95% |
19.11.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 63'776 | 63'775 | 10'514 CHF | 11'152 CHF | 99.78% | 99.78% |
18.11.2024 | 6.45% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 72'612 | 72'612 | 10'880 CHF | 11'606 CHF | 99.88% | 99.88% |
15.11.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 10'295 CHF | 11'045 CHF | 100.00% | 100.00% |
14.11.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 11'310 CHF | 12'060 CHF | 99.66% | 99.66% |
13.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 74'832 | 74'831 | 10'729 CHF | 11'477 CHF | 99.95% | 99.95% |
12.11.2024 | 5.21% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'361 CHF | 9'861 CHF | 99.77% | 99.77% |
11.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'050 CHF | 10'550 CHF | 99.77% | 99.77% |
08.11.2024 | 5.85% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 63'691 | 63'691 | 10'495 CHF | 11'132 CHF | 99.84% | 99.84% |
07.11.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 68'020 | 68'016 | 10'977 CHF | 11'657 CHF | 99.90% | 99.90% |