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 | 9.70% | 0.10 CHF | 0.11 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 10'527 CHF | 11'598 CHF | 100.00% | 100.00% |
19.11.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 110'000 | 110'000 | 107'132 | 107'132 | 10'504 CHF | 11'575 CHF | 100.00% | 100.00% |
18.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 9'719 CHF | 10'791 CHF | 100.00% | 100.00% |
15.11.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 112'641 | 112'641 | 8'881 CHF | 10'007 CHF | 100.00% | 100.00% |
14.11.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 120'000 | 120'000 | 116'853 | 116'853 | 8'020 CHF | 9'188 CHF | 99.36% | 99.36% |
13.11.2024 | 12.21% | 0.07 CHF | 0.08 CHF | 120'000 | 120'000 | 115'924 | 115'924 | 8'922 CHF | 10'082 CHF | 100.00% | 100.00% |
12.11.2024 | 12.29% | 0.07 CHF | 0.08 CHF | 120'000 | 120'000 | 116'984 | 116'984 | 8'944 CHF | 10'114 CHF | 68.32% | 100.00% |
11.11.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 10'701 CHF | 11'773 CHF | 99.93% | 99.93% |
08.11.2024 | 7.42% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 107'134 | 107'134 | 13'997 CHF | 15'069 CHF | 100.00% | 100.00% |
07.11.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 21'522 CHF | 22'593 CHF | 98.53% | 98.53% |