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 | 10.92% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'019 | 200'019 | 17'383 CHF | 19'383 CHF | 100.00% | 100.00% |
19.11.2024 | 8.55% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 14'601 CHF | 15'901 CHF | 100.00% | 100.00% |
18.11.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 16'515 CHF | 17'815 CHF | 100.00% | 100.00% |
15.11.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 120'000 | 120'000 | 120'699 | 120'699 | 16'999 CHF | 18'206 CHF | 100.00% | 100.00% |
14.11.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 130'000 | 130'000 | 136'794 | 136'794 | 18'071 CHF | 19'439 CHF | 99.36% | 99.36% |
13.11.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'411 CHF | 18'711 CHF | 100.00% | 100.00% |
12.11.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 121'587 | 121'587 | 17'662 CHF | 18'880 CHF | 100.00% | 100.00% |
11.11.2024 | 7.05% | 0.16 CHF | 0.17 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 21'300 CHF | 22'857 CHF | 99.93% | 99.93% |
08.11.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'698 CHF | 19'001 CHF | 100.00% | 100.00% |
07.11.2024 | 7.19% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 129'977 | 129'977 | 20'596 CHF | 22'132 CHF | 100.00% | 100.00% |