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 | 9.49% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 214'266 | 214'266 | 21'534 CHF | 23'676 CHF | 100.00% | 100.00% |
19.11.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 21'025 CHF | 23'167 CHF | 100.00% | 100.00% |
18.11.2024 | 10.42% | 0.09 CHF | 0.10 CHF | 220'000 | 220'000 | 214'272 | 214'272 | 19'503 CHF | 21'646 CHF | 100.00% | 100.00% |
15.11.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 230'000 | 230'000 | 219'777 | 219'777 | 17'599 CHF | 19'797 CHF | 100.00% | 100.00% |
14.11.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 223'968 | 223'968 | 15'650 CHF | 17'889 CHF | 99.36% | 99.36% |
13.11.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 223'062 | 223'062 | 17'368 CHF | 19'599 CHF | 100.00% | 100.00% |
12.11.2024 | 12.18% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 226'012 | 226'012 | 17'438 CHF | 19'698 CHF | 68.32% | 100.00% |
11.11.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 21'400 CHF | 23'543 CHF | 99.93% | 99.93% |
08.11.2024 | 7.68% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 176'817 | 176'817 | 22'232 CHF | 24'000 CHF | 100.00% | 100.00% |
07.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 210'000 | 210'000 | 204'446 | 204'446 | 38'193 CHF | 40'237 CHF | 98.53% | 98.53% |