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 | 8.16% | 0.28 CHF | 0.29 CHF | 195'000 | 195'000 | 86'993 | 86'993 | 24'192 CHF | 25'767 CHF | 99.89% | 99.89% |
19.11.2024 | 10.65% | 0.26 CHF | 0.27 CHF | 195'000 | 195'000 | 80'354 | 80'354 | 18'888 CHF | 20'332 CHF | 100.00% | 100.00% |
18.11.2024 | 11.12% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 89'570 | 89'570 | 15'883 CHF | 17'392 CHF | 99.89% | 99.89% |
15.11.2024 | 12.87% | 0.16 CHF | 0.17 CHF | 205'000 | 205'000 | 91'450 | 91'450 | 14'107 CHF | 15'631 CHF | 99.89% | 99.89% |
14.11.2024 | 11.43% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 12'925 CHF | 13'984 CHF | 100.00% | 100.00% |
13.11.2024 | 8.42% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 87'919 | 87'919 | 22'149 CHF | 23'733 CHF | 99.76% | 99.76% |
12.11.2024 | 6.98% | 0.26 CHF | 0.27 CHF | 195'000 | 195'000 | 86'076 | 86'076 | 26'571 CHF | 28'122 CHF | 99.87% | 99.87% |
11.11.2024 | 5.83% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 83'941 | 83'941 | 31'558 CHF | 33'071 CHF | 99.59% | 99.59% |
08.11.2024 | 6.09% | 0.37 CHF | 0.38 CHF | 190'000 | 190'000 | 85'311 | 85'311 | 31'276 CHF | 32'817 CHF | 99.23% | 99.23% |
07.11.2024 | 6.90% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 85'393 | 85'393 | 29'126 CHF | 30'674 CHF | 100.00% | 100.00% |