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 | 9.69% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 19'689 CHF | 21'689 CHF | 100.00% | 100.00% |
19.11.2024 | 10.33% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 9'267 CHF | 10'267 CHF | 99.91% | 99.91% |
18.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 13'396 CHF | 14'396 CHF | 99.92% | 99.92% |
15.11.2024 | 6.72% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 14'402 CHF | 15'402 CHF | 100.00% | 100.00% |
14.11.2024 | 6.91% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 14'034 CHF | 15'034 CHF | 100.00% | 100.00% |
13.11.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 11'329 CHF | 12'329 CHF | 100.00% | 100.00% |
12.11.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 13'070 CHF | 14'070 CHF | 99.69% | 99.69% |
11.11.2024 | 6.98% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 13'902 CHF | 14'902 CHF | 99.91% | 99.91% |
08.11.2024 | 7.51% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 12'904 CHF | 13'904 CHF | 100.00% | 100.00% |
07.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'275 CHF | 19'275 CHF | 99.89% | 99.89% |