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 | 16.44% | 0.06 CHF | 0.07 CHF | 210'000 | 210'000 | 92'053 | 92'053 | 5'373 CHF | 6'297 CHF | 99.90% | 99.90% |
19.11.2024 | 17.44% | 0.06 CHF | 0.07 CHF | 220'000 | 220'000 | 98'516 | 98'516 | 5'321 CHF | 6'311 CHF | 99.94% | 99.94% |
18.11.2024 | 14.76% | 0.06 CHF | 0.07 CHF | 210'000 | 210'000 | 78'582 | 78'582 | 4'933 CHF | 5'723 CHF | 99.90% | 99.90% |
15.11.2024 | 14.64% | 0.06 CHF | 0.07 CHF | 210'000 | 210'000 | 97'223 | 97'223 | 6'341 CHF | 7'323 CHF | 99.90% | 99.90% |
14.11.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 210'000 | 210'000 | 86'350 | 86'350 | 7'080 CHF | 7'947 CHF | 100.00% | 100.00% |
13.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 85'484 | 85'484 | 7'421 CHF | 8'280 CHF | 100.00% | 100.00% |
12.11.2024 | 8.52% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 85'011 | 85'011 | 9'646 CHF | 10'500 CHF | 99.94% | 99.94% |
11.11.2024 | 8.11% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 83'552 | 83'552 | 10'188 CHF | 11'028 CHF | 99.90% | 99.90% |
08.11.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 83'708 | 83'708 | 10'127 CHF | 10'987 CHF | 98.90% | 98.90% |
07.11.2024 | 9.18% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 86'118 | 86'118 | 9'492 CHF | 10'356 CHF | 99.72% | 99.72% |