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 | 10.03% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 17'525 CHF | 19'375 CHF | 100.00% | 100.00% |
19.11.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 17'439 CHF | 19'290 CHF | 100.00% | 100.00% |
18.11.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 16'744 CHF | 18'594 CHF | 100.00% | 100.00% |
15.11.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 16'472 CHF | 18'322 CHF | 100.00% | 100.00% |
14.11.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 190'175 | 190'175 | 15'119 CHF | 17'021 CHF | 99.36% | 99.36% |
13.11.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 185'940 | 185'940 | 15'493 CHF | 17'352 CHF | 100.00% | 100.00% |
12.11.2024 | 10.96% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 184'993 | 184'993 | 15'951 CHF | 17'801 CHF | 98.86% | 100.00% |
11.11.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 175'736 | 175'736 | 18'497 CHF | 20'255 CHF | 99.93% | 99.93% |
08.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 20'816 CHF | 22'569 CHF | 100.00% | 100.00% |
07.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 171'052 | 171'052 | 24'818 CHF | 26'528 CHF | 98.41% | 98.41% |