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 | 14.86% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 215'411 | 215'412 | 13'419 CHF | 15'573 CHF | 99.95% | 99.95% |
19.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 197'624 | 197'624 | 13'888 CHF | 15'864 CHF | 99.74% | 99.74% |
18.11.2024 | 14.87% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 223'965 | 223'969 | 13'945 CHF | 16'185 CHF | 99.88% | 99.88% |
15.11.2024 | 14.93% | 0.06 CHF | 0.07 CHF | 225'000 | 225'000 | 223'781 | 223'781 | 13'887 CHF | 16'125 CHF | 100.00% | 100.00% |
14.11.2024 | 13.91% | 0.07 CHF | 0.08 CHF | 225'000 | 225'000 | 212'747 | 212'747 | 14'217 CHF | 16'345 CHF | 99.64% | 99.64% |
13.11.2024 | 12.76% | 0.07 CHF | 0.08 CHF | 175'000 | 175'000 | 195'528 | 195'524 | 14'352 CHF | 16'307 CHF | 99.96% | 99.96% |
12.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 175'000 | 175'000 | 183'431 | 183'429 | 13'597 CHF | 15'431 CHF | 99.75% | 99.75% |
11.11.2024 | 16.12% | 0.07 CHF | 0.08 CHF | 225'000 | 225'000 | 245'763 | 245'762 | 14'021 CHF | 16'478 CHF | 99.80% | 99.80% |
08.11.2024 | 13.76% | 0.06 CHF | 0.07 CHF | 225'000 | 225'000 | 204'005 | 204'005 | 13'818 CHF | 15'858 CHF | 99.82% | 99.82% |
07.11.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 199'816 | 199'819 | 13'937 CHF | 15'936 CHF | 99.91% | 99.91% |