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 | 15.65% | 0.06 CHF | 0.07 CHF | 200'000 | 200'000 | 185'697 | 185'696 | 10'948 CHF | 12'805 CHF | 99.96% | 99.96% |
19.11.2024 | 15.78% | 0.07 CHF | 0.08 CHF | 175'000 | 175'000 | 191'123 | 191'121 | 11'163 CHF | 13'074 CHF | 99.81% | 99.81% |
18.11.2024 | 15.30% | 0.07 CHF | 0.08 CHF | 175'000 | 175'000 | 182'312 | 182'311 | 11'007 CHF | 12'830 CHF | 99.91% | 99.91% |
15.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 152'900 | 152'901 | 10'795 CHF | 12'324 CHF | 100.00% | 100.00% |
14.11.2024 | 12.01% | 0.08 CHF | 0.09 CHF | 150'000 | 150'000 | 148'957 | 148'956 | 11'664 CHF | 13'154 CHF | 99.61% | 99.61% |
13.11.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 150'000 | 150'000 | 139'828 | 139'829 | 11'365 CHF | 12'763 CHF | 99.95% | 99.95% |
12.11.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 125'000 | 125'000 | 117'833 | 117'833 | 11'591 CHF | 12'769 CHF | 99.84% | 99.84% |
11.11.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 11'522 CHF | 12'522 CHF | 99.82% | 99.82% |
08.11.2024 | 8.37% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'522 | 100'522 | 11'577 CHF | 12'582 CHF | 99.83% | 99.83% |
07.11.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 98'180 | 98'179 | 13'674 CHF | 14'656 CHF | 99.88% | 99.88% |