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 | 7.19% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 79'800 | 79'800 | 11'294 CHF | 12'095 CHF | 99.89% | 99.89% |
19.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 180'000 | 180'000 | 82'734 | 82'734 | 10'998 CHF | 11'829 CHF | 99.94% | 99.94% |
18.11.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 170'000 | 170'000 | 64'221 | 64'221 | 9'362 CHF | 10'007 CHF | 99.89% | 99.89% |
15.11.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 79'005 | 79'005 | 12'193 CHF | 12'992 CHF | 99.90% | 99.90% |
14.11.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 170'000 | 170'000 | 70'667 | 70'667 | 13'149 CHF | 13'859 CHF | 100.00% | 100.00% |
13.11.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 160'000 | 160'000 | 69'684 | 69'684 | 13'919 CHF | 14'619 CHF | 100.00% | 100.00% |
12.11.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 160'000 | 160'000 | 70'874 | 70'874 | 17'898 CHF | 18'611 CHF | 99.94% | 99.94% |
11.11.2024 | 3.67% | 0.28 CHF | 0.30 CHF | 160'000 | 160'000 | 71'227 | 71'227 | 19'681 CHF | 20'396 CHF | 99.89% | 99.89% |
08.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 70'662 | 70'662 | 19'363 CHF | 20'087 CHF | 98.90% | 98.90% |
07.11.2024 | 4.13% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 72'014 | 72'014 | 18'107 CHF | 18'830 CHF | 99.72% | 99.72% |