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 | 21.23% | 0.05 CHF | 0.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'076 CHF | 7'516 CHF | 100.00% | 100.00% |
19.11.2024 | 20.47% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'360 CHF | 7'800 CHF | 100.00% | 100.00% |
18.11.2024 | 22.05% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 5'814 CHF | 7'254 CHF | 100.00% | 100.00% |
15.11.2024 | 22.59% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 5'667 CHF | 7'107 CHF | 100.00% | 100.00% |
14.11.2024 | 20.87% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'207 CHF | 7'647 CHF | 100.00% | 100.00% |
13.11.2024 | 18.13% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 7'234 CHF | 8'674 CHF | 100.00% | 100.00% |
12.11.2024 | 18.96% | 0.06 CHF | 0.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'900 CHF | 8'340 CHF | 100.00% | 100.00% |
11.11.2024 | 21.90% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 5'877 CHF | 7'317 CHF | 100.00% | 100.00% |
08.11.2024 | 20.70% | 0.05 CHF | 0.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 6'253 CHF | 7'693 CHF | 98.90% | 98.90% |
07.11.2024 | 23.01% | 0.05 CHF | 0.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 5'544 CHF | 6'984 CHF | 100.00% | 100.00% |