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 | 11.13% | 0.09 CHF | 0.10 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 15'337 CHF | 17'137 CHF | 100.00% | 100.00% |
19.11.2024 | 9.57% | 0.08 CHF | 0.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 18'284 CHF | 20'084 CHF | 100.00% | 100.00% |
18.11.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 13'736 CHF | 15'536 CHF | 100.00% | 100.00% |
15.11.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 14'658 CHF | 16'458 CHF | 100.00% | 100.00% |
14.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 180'000 | 180'000 | 181'850 | 181'850 | 24'047 CHF | 25'865 CHF | 99.33% | 99.33% |
13.11.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 35'930 CHF | 37'830 CHF | 100.00% | 100.00% |
12.11.2024 | 6.80% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 26'362 CHF | 28'181 CHF | 100.00% | 100.00% |
11.11.2024 | 10.59% | 0.10 CHF | 0.11 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 16'220 CHF | 18'020 CHF | 99.93% | 99.93% |
08.11.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 17'136 CHF | 18'936 CHF | 100.00% | 100.00% |
07.11.2024 | 20.29% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 171'571 | 171'571 | 9'017 CHF | 10'733 CHF | 99.44% | 100.00% |