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 | 5.86% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 19'894 CHF | 21'094 CHF | 99.48% | 99.48% |
19.11.2024 | 7.36% | 0.14 CHF | 0.14 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 15'955 CHF | 17'155 CHF | 100.00% | 100.00% |
18.11.2024 | 6.33% | 0.17 CHF | 0.18 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 18'439 CHF | 19'639 CHF | 99.89% | 99.89% |
15.11.2024 | 6.63% | 0.14 CHF | 0.16 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 17'519 CHF | 18'719 CHF | 100.00% | 100.00% |
14.11.2024 | 7.40% | 0.15 CHF | 0.16 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 15'758 CHF | 16'958 CHF | 98.51% | 98.51% |
13.11.2024 | 7.14% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 16'517 CHF | 17'717 CHF | 100.00% | 100.00% |
12.11.2024 | 5.43% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 21'537 CHF | 22'737 CHF | 99.88% | 99.88% |
11.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'697 CHF | 24'897 CHF | 100.00% | 100.00% |
08.11.2024 | 5.06% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'150 CHF | 24'350 CHF | 99.04% | 99.04% |