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 | 10.55% | 0.09 CHF | 0.10 CHF | 220'000 | 220'000 | 217'161 | 217'161 | 19'517 CHF | 21'688 CHF | 100.00% | 100.00% |
19.11.2024 | 9.44% | 0.09 CHF | 0.10 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 21'217 CHF | 23'317 CHF | 100.00% | 100.00% |
18.11.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 21'909 CHF | 24'009 CHF | 100.00% | 100.00% |
15.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 200'699 | 200'699 | 22'056 CHF | 24'063 CHF | 100.00% | 100.00% |
14.11.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 206'796 | 206'796 | 22'415 CHF | 24'483 CHF | 99.36% | 99.36% |
13.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 205'682 | 205'682 | 22'740 CHF | 24'797 CHF | 100.00% | 100.00% |
12.11.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 201'587 | 201'587 | 23'301 CHF | 25'319 CHF | 100.00% | 100.00% |
11.11.2024 | 9.37% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 24'373 CHF | 26'768 CHF | 99.93% | 99.93% |
08.11.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 207'588 | 207'588 | 23'631 CHF | 25'711 CHF | 100.00% | 100.00% |
07.11.2024 | 9.16% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 24'597 CHF | 26'959 CHF | 100.00% | 100.00% |