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 | 11.66% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 64'041 | 64'041 | 5'152 CHF | 5'792 CHF | 99.95% | 99.95% |
19.11.2024 | 13.54% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 75'318 | 75'320 | 5'208 CHF | 5'962 CHF | 97.17% | 97.17% |
18.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 79'237 | 79'237 | 4'753 CHF | 5'546 CHF | 99.88% | 99.88% |
15.11.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 79'089 | 79'080 | 4'804 CHF | 5'594 CHF | 100.00% | 100.00% |
14.11.2024 | 14.60% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 4'770 CHF | 5'520 CHF | 99.52% | 99.52% |
13.11.2024 | 14.49% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 4'811 CHF | 5'561 CHF | 99.96% | 99.96% |
12.11.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 5'469 CHF | 6'219 CHF | 99.75% | 99.75% |
11.11.2024 | 11.28% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 70'223 | 70'225 | 5'872 CHF | 6'574 CHF | 99.81% | 99.81% |
08.11.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 5'921 CHF | 6'671 CHF | 99.82% | 99.82% |
07.11.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'458 | 74'461 | 5'943 CHF | 6'687 CHF | 96.72% | 96.72% |