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 | 12.53% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 349'753 | 349'753 | 52'356 CHF | 59'352 CHF | 100.00% | 100.00% |
19.11.2024 | 12.63% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 353'914 | 353'914 | 52'503 CHF | 59'581 CHF | 99.90% | 99.90% |
18.11.2024 | 12.83% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 358'558 | 358'558 | 52'316 CHF | 59'488 CHF | 99.91% | 99.91% |
15.11.2024 | 12.99% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 365'461 | 365'461 | 52'638 CHF | 59'948 CHF | 100.00% | 100.00% |
14.11.2024 | 13.24% | 0.14 CHF | 0.16 CHF | 375'000 | 375'000 | 371'807 | 371'807 | 52'435 CHF | 59'871 CHF | 100.00% | 100.00% |
13.11.2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 59'500 CHF | 100.00% | 100.00% |
12.11.2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 59'500 CHF | 99.69% | 99.69% |
11.11.2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 350'572 | 350'572 | 52'586 CHF | 59'597 CHF | 99.85% | 99.85% |
08.11.2024 | 13.08% | 0.15 CHF | 0.17 CHF | 375'000 | 375'000 | 366'492 | 366'492 | 52'389 CHF | 59'719 CHF | 100.00% | 100.00% |
07.11.2024 | 12.59% | 0.15 CHF | 0.17 CHF | 325'000 | 325'000 | 352'224 | 352'224 | 52'431 CHF | 59'476 CHF | 99.87% | 99.87% |