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 | 7.43% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 23'991 CHF | 25'841 CHF | 100.00% | 100.00% |
19.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 23'796 CHF | 25'647 CHF | 100.00% | 100.00% |
18.11.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 23'045 CHF | 24'895 CHF | 100.00% | 100.00% |
15.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 22'275 CHF | 24'125 CHF | 100.00% | 100.00% |
14.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 190'165 | 190'165 | 19'884 CHF | 21'785 CHF | 99.36% | 99.36% |
13.11.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 185'936 | 185'936 | 21'413 CHF | 23'273 CHF | 100.00% | 100.00% |
12.11.2024 | 8.02% | 0.11 CHF | 0.12 CHF | 180'000 | 180'000 | 173'212 | 173'212 | 20'722 CHF | 22'455 CHF | 98.86% | 100.00% |
11.11.2024 | 6.23% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 155'818 | 155'818 | 24'245 CHF | 25'803 CHF | 99.93% | 99.93% |
08.11.2024 | 5.35% | 0.16 CHF | 0.17 CHF | 130'000 | 130'000 | 126'614 | 126'614 | 23'113 CHF | 24'379 CHF | 100.00% | 100.00% |
07.11.2024 | 4.19% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 136'293 | 136'293 | 31'913 CHF | 33'276 CHF | 98.41% | 98.41% |