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 | 12.06% | 0.09 CHF | 0.10 CHF | 170'000 | 170'000 | 79'763 | 79'763 | 6'600 CHF | 7'401 CHF | 99.89% | 99.89% |
19.11.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 180'000 | 180'000 | 83'382 | 83'382 | 6'480 CHF | 7'318 CHF | 99.94% | 99.94% |
18.11.2024 | 11.01% | 0.08 CHF | 0.09 CHF | 170'000 | 170'000 | 64'396 | 64'396 | 5'570 CHF | 6'217 CHF | 99.89% | 99.89% |
15.11.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 170'000 | 170'000 | 79'005 | 79'005 | 7'309 CHF | 8'107 CHF | 99.90% | 99.90% |
14.11.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 70'816 | 70'816 | 8'093 CHF | 8'804 CHF | 100.00% | 100.00% |
13.11.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 70'031 | 70'031 | 8'715 CHF | 9'419 CHF | 100.00% | 100.00% |
12.11.2024 | 6.09% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 70'587 | 70'587 | 11'426 CHF | 12'135 CHF | 99.94% | 99.94% |
11.11.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 160'000 | 160'000 | 70'631 | 70'631 | 12'548 CHF | 13'258 CHF | 99.89% | 99.89% |
08.11.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 160'000 | 160'000 | 69'807 | 69'807 | 12'216 CHF | 12'932 CHF | 99.20% | 99.20% |
07.11.2024 | 6.53% | 0.18 CHF | 0.19 CHF | 160'000 | 160'000 | 72'060 | 72'060 | 11'379 CHF | 12'103 CHF | 99.72% | 99.72% |