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 | 5.97% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 17'424 CHF | 18'496 CHF | 100.00% | 100.00% |
19.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 107'132 | 107'132 | 17'201 CHF | 18'272 CHF | 100.00% | 100.00% |
18.11.2024 | 6.41% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 16'180 CHF | 17'251 CHF | 100.00% | 100.00% |
15.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 120'000 | 120'000 | 112'645 | 112'645 | 15'073 CHF | 16'199 CHF | 100.00% | 100.00% |
14.11.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 120'000 | 120'000 | 116'854 | 116'854 | 13'937 CHF | 15'105 CHF | 99.41% | 99.41% |
13.11.2024 | 7.46% | 0.12 CHF | 0.13 CHF | 120'000 | 120'000 | 115'924 | 115'924 | 14'966 CHF | 16'125 CHF | 100.00% | 100.00% |
12.11.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 120'000 | 120'000 | 116'995 | 116'995 | 15'012 CHF | 16'182 CHF | 68.32% | 100.00% |
11.11.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 16'911 CHF | 17'983 CHF | 99.93% | 99.93% |
08.11.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 110'000 | 110'000 | 107'074 | 107'074 | 20'564 CHF | 21'635 CHF | 100.00% | 100.00% |
07.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 28'821 CHF | 29'892 CHF | 98.53% | 98.53% |