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 | 6.67% | 0.12 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'679 CHF | 3'929 CHF | 99.96% | 99.96% |
19.11.2024 | 8.82% | 0.13 CHF | 0.14 CHF | 25'000 | 25'000 | 25'964 | 25'969 | 2'831 CHF | 3'091 CHF | 97.19% | 97.19% |
18.11.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'336 CHF | 4'836 CHF | 99.88% | 99.88% |
15.11.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 49'670 | 49'670 | 4'393 CHF | 4'890 CHF | 100.00% | 100.00% |
14.11.2024 | 9.72% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 43'767 | 43'768 | 4'259 CHF | 4'696 CHF | 99.53% | 99.53% |
13.11.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 45'010 | 45'011 | 4'551 CHF | 5'001 CHF | 99.96% | 99.96% |
12.11.2024 | 7.56% | 0.10 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'192 CHF | 3'442 CHF | 99.75% | 99.75% |
11.11.2024 | 6.23% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'891 CHF | 4'141 CHF | 99.80% | 99.80% |
08.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'503 CHF | 3'753 CHF | 99.83% | 99.83% |
07.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'645 CHF | 3'895 CHF | 96.72% | 96.72% |