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 | 12.55% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 131'551 | 131'551 | 10'360 CHF | 11'682 CHF | 99.33% | 99.33% |
19.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 320'000 | 320'000 | 138'036 | 138'036 | 10'034 CHF | 11'421 CHF | 99.63% | 99.63% |
18.11.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 108'007 | 108'007 | 8'974 CHF | 10'059 CHF | 99.02% | 99.02% |
15.11.2024 | 11.09% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 133'371 | 133'371 | 11'630 CHF | 12'978 CHF | 99.50% | 99.50% |
14.11.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 270'000 | 270'000 | 112'683 | 112'683 | 13'362 CHF | 14'494 CHF | 99.40% | 99.40% |
13.11.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 108'026 | 108'026 | 13'843 CHF | 14'928 CHF | 99.41% | 99.41% |
12.11.2024 | 5.66% | 0.15 CHF | 0.16 CHF | 230'000 | 230'000 | 97'109 | 97'109 | 16'913 CHF | 17'888 CHF | 97.57% | 97.57% |
11.11.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 220'000 | 220'000 | 99'201 | 99'201 | 19'325 CHF | 20'322 CHF | 99.36% | 99.36% |
08.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 210'000 | 210'000 | 92'257 | 92'257 | 18'716 CHF | 19'662 CHF | 96.46% | 96.46% |
07.11.2024 | 5.51% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 98'576 | 98'576 | 18'475 CHF | 19'464 CHF | 98.19% | 98.19% |