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 | 6.66% | 0.16 CHF | 0.17 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 24'774 CHF | 26'474 CHF | 100.00% | 100.00% |
19.11.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'983 CHF | 30'983 CHF | 100.00% | 100.00% |
18.11.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'400 CHF | 27'400 CHF | 100.00% | 100.00% |
15.11.2024 | 8.16% | 0.13 CHF | 0.14 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 27'085 CHF | 29'385 CHF | 100.00% | 100.00% |
14.11.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 25'071 CHF | 27'171 CHF | 100.00% | 100.00% |
13.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 28'121 CHF | 30'221 CHF | 100.00% | 100.00% |
12.11.2024 | 7.81% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 29'657 CHF | 32'057 CHF | 100.00% | 100.00% |
11.11.2024 | 9.33% | 0.09 CHF | 0.10 CHF | 230'000 | 230'000 | 234'864 | 234'864 | 24'112 CHF | 26'461 CHF | 100.00% | 100.00% |
08.11.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 240'000 | 240'000 | 234'472 | 234'472 | 25'184 CHF | 27'529 CHF | 99.20% | 99.20% |
07.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 20'562 CHF | 22'862 CHF | 100.00% | 100.00% |