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 | 7.13% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 83'520 | 83'518 | 11'257 CHF | 12'092 CHF | 99.97% | 99.97% |
19.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 91'612 | 91'611 | 12'198 CHF | 13'114 CHF | 99.83% | 99.83% |
18.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 83'254 | 83'255 | 11'453 CHF | 12'286 CHF | 99.91% | 99.91% |
15.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 12'004 CHF | 12'754 CHF | 100.00% | 100.00% |
14.11.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 13'051 CHF | 13'801 CHF | 99.55% | 99.55% |
13.11.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 13'496 CHF | 14'246 CHF | 99.95% | 99.95% |
12.11.2024 | 4.54% | 0.20 CHF | 0.21 CHF | 75'000 | 75'000 | 71'494 | 71'493 | 15'377 CHF | 16'091 CHF | 99.79% | 99.79% |
11.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'152 CHF | 12'652 CHF | 99.82% | 99.82% |
08.11.2024 | 4.08% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 53'128 | 53'128 | 12'755 CHF | 13'287 CHF | 99.80% | 99.80% |
07.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'273 CHF | 14'773 CHF | 99.89% | 99.89% |