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 | 15.39% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 17'991 CHF | 6'997 CHF | 99.37% | 99.37% |
19.11.2024 | 15.09% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'619 CHF | 7'206 CHF | 96.93% | 96.93% |
18.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'000 CHF | 8'000 CHF | 95.44% | 95.44% |
15.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'000 CHF | 8'000 CHF | 99.38% | 99.38% |
14.11.2024 | 14.98% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'593 CHF | 7'198 CHF | 99.37% | 99.37% |
13.11.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'941 CHF | 7'980 CHF | 92.30% | 92.30% |
12.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'000 CHF | 8'000 CHF | 96.79% | 96.79% |
11.11.2024 | 13.46% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'818 CHF | 7'939 CHF | 97.55% | 97.55% |
08.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'000 CHF | 8'000 CHF | 93.15% | 93.15% |
07.11.2024 | 12.52% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'558 CHF | 8'519 CHF | 98.68% | 98.68% |