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 | 6.73% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'637 | 32'637 | 4'883 CHF | 5'211 CHF | 99.32% | 99.32% |
19.11.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 32'592 | 32'592 | 3'967 CHF | 4'295 CHF | 100.00% | 100.00% |
18.11.2024 | 8.83% | 0.12 CHF | 0.13 CHF | 70'000 | 70'000 | 32'624 | 32'624 | 3'748 CHF | 4'075 CHF | 99.77% | 99.77% |
15.11.2024 | 7.61% | 0.12 CHF | 0.13 CHF | 70'000 | 70'000 | 32'672 | 32'672 | 4'238 CHF | 4'566 CHF | 99.90% | 99.90% |
14.11.2024 | 6.60% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 32'682 | 32'682 | 4'721 CHF | 5'049 CHF | 98.66% | 98.66% |
13.11.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'640 | 32'640 | 4'947 CHF | 5'275 CHF | 100.00% | 100.00% |
12.11.2024 | 6.20% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 32'655 | 32'655 | 5'192 CHF | 5'520 CHF | 99.87% | 99.87% |
11.11.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 32'666 | 32'666 | 5'807 CHF | 6'135 CHF | 99.90% | 99.90% |
08.11.2024 | 5.77% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 32'758 | 32'758 | 5'728 CHF | 6'057 CHF | 99.06% | 99.06% |
07.11.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'716 | 32'716 | 5'725 CHF | 6'053 CHF | 99.72% | 99.72% |