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 | 16.12% | 0.06 CHF | 0.07 CHF | 420'000 | 420'000 | 188'758 | 188'758 | 11'238 CHF | 13'134 CHF | 99.89% | 99.89% |
19.11.2024 | 16.84% | 0.06 CHF | 0.07 CHF | 440'000 | 440'000 | 193'744 | 193'744 | 10'848 CHF | 12'795 CHF | 99.94% | 99.94% |
18.11.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 420'000 | 420'000 | 154'183 | 154'183 | 9'611 CHF | 11'161 CHF | 99.89% | 99.89% |
15.11.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 420'000 | 420'000 | 187'468 | 187'468 | 12'090 CHF | 13'984 CHF | 99.90% | 99.90% |
14.11.2024 | 12.05% | 0.07 CHF | 0.08 CHF | 420'000 | 420'000 | 172'971 | 172'971 | 13'636 CHF | 15'374 CHF | 100.00% | 100.00% |
13.11.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 400'000 | 400'000 | 171'735 | 171'735 | 14'302 CHF | 16'027 CHF | 100.00% | 100.00% |
12.11.2024 | 9.36% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 170'878 | 170'878 | 17'665 CHF | 19'382 CHF | 99.94% | 99.94% |
11.11.2024 | 8.78% | 0.12 CHF | 0.13 CHF | 380'000 | 380'000 | 170'634 | 170'634 | 19'143 CHF | 20'856 CHF | 99.90% | 99.90% |
08.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 380'000 | 380'000 | 165'027 | 165'027 | 18'444 CHF | 20'138 CHF | 98.90% | 98.90% |
07.11.2024 | 9.68% | 0.11 CHF | 0.12 CHF | 380'000 | 380'000 | 172'198 | 172'198 | 17'858 CHF | 19'587 CHF | 99.72% | 99.72% |