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 | 7.53% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 156'660 | 156'660 | 20'059 CHF | 21'625 CHF | 100.00% | 100.00% |
19.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 180'000 | 180'000 | 174'965 | 174'965 | 20'801 CHF | 22'550 CHF | 100.00% | 100.00% |
18.11.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 194'793 | 194'793 | 20'372 CHF | 22'320 CHF | 100.00% | 100.00% |
15.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 230'000 | 230'000 | 219'778 | 219'778 | 19'524 CHF | 21'722 CHF | 100.00% | 100.00% |
14.11.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 223'968 | 223'968 | 16'259 CHF | 18'498 CHF | 99.36% | 99.36% |
13.11.2024 | 11.06% | 0.08 CHF | 0.09 CHF | 230'000 | 230'000 | 223'059 | 223'059 | 19'130 CHF | 21'361 CHF | 100.00% | 100.00% |
12.11.2024 | 11.09% | 0.07 CHF | 0.08 CHF | 180'000 | 180'000 | 178'384 | 178'384 | 15'239 CHF | 17'023 CHF | 68.32% | 100.00% |
11.11.2024 | 7.63% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 155'827 | 155'827 | 19'668 CHF | 21'226 CHF | 99.93% | 99.93% |
08.11.2024 | 5.76% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 125'951 | 125'951 | 21'407 CHF | 22'667 CHF | 99.85% | 99.85% |
07.11.2024 | 3.69% | 0.28 CHF | 0.28 CHF | 130'000 | 130'000 | 127'142 | 127'142 | 33'882 CHF | 35'153 CHF | 98.53% | 98.53% |