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 | 6.72% | 0.16 CHF | 0.17 CHF | 130'000 | 130'000 | 63'140 | 63'140 | 9'392 CHF | 10'026 CHF | 99.32% | 99.32% |
19.11.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 140'000 | 140'000 | 65'185 | 65'185 | 8'283 CHF | 8'939 CHF | 100.00% | 100.00% |
18.11.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 140'000 | 140'000 | 65'248 | 65'248 | 7'948 CHF | 8'603 CHF | 99.77% | 99.77% |
15.11.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 140'000 | 140'000 | 64'886 | 64'886 | 8'528 CHF | 9'180 CHF | 99.90% | 99.90% |
14.11.2024 | 6.72% | 0.13 CHF | 0.14 CHF | 140'000 | 140'000 | 65'312 | 65'312 | 9'338 CHF | 9'994 CHF | 98.58% | 98.58% |
13.11.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 63'147 | 63'147 | 9'390 CHF | 10'024 CHF | 100.00% | 100.00% |
12.11.2024 | 6.38% | 0.14 CHF | 0.15 CHF | 130'000 | 130'000 | 63'175 | 63'175 | 9'769 CHF | 10'404 CHF | 99.87% | 99.87% |
11.11.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 63'199 | 63'199 | 10'453 CHF | 11'088 CHF | 99.90% | 99.90% |
08.11.2024 | 6.11% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 63'366 | 63'366 | 10'415 CHF | 11'052 CHF | 99.06% | 99.06% |
07.11.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 63'299 | 63'299 | 10'439 CHF | 11'074 CHF | 99.72% | 99.72% |