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 | 10.90% | 0.09 CHF | 0.10 CHF | 420'000 | 420'000 | 188'156 | 188'156 | 17'023 CHF | 18'912 CHF | 99.89% | 99.89% |
19.11.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 440'000 | 440'000 | 193'545 | 193'545 | 16'699 CHF | 18'644 CHF | 99.94% | 99.94% |
18.11.2024 | 10.19% | 0.09 CHF | 0.10 CHF | 420'000 | 420'000 | 154'184 | 154'184 | 14'467 CHF | 16'016 CHF | 99.89% | 99.89% |
15.11.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 420'000 | 420'000 | 187'469 | 187'469 | 18'120 CHF | 20'013 CHF | 99.90% | 99.90% |
14.11.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 420'000 | 420'000 | 173'506 | 173'506 | 19'970 CHF | 21'713 CHF | 100.00% | 100.00% |
13.11.2024 | 8.17% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 171'829 | 171'829 | 20'751 CHF | 22'477 CHF | 100.00% | 100.00% |
12.11.2024 | 6.75% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 170'537 | 170'537 | 24'834 CHF | 26'547 CHF | 99.94% | 99.94% |
11.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 380'000 | 380'000 | 169'820 | 169'820 | 26'815 CHF | 28'521 CHF | 99.89% | 99.89% |
08.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 360'000 | 360'000 | 157'430 | 157'430 | 24'973 CHF | 26'586 CHF | 98.90% | 98.90% |
07.11.2024 | 6.86% | 0.16 CHF | 0.17 CHF | 380'000 | 380'000 | 172'248 | 172'248 | 25'531 CHF | 27'261 CHF | 99.71% | 99.71% |