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 | 8.79% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 10'905 CHF | 11'905 CHF | 100.00% | 100.00% |
19.11.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 10'036 CHF | 11'036 CHF | 100.00% | 100.00% |
18.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 10'999 CHF | 11'999 CHF | 100.00% | 100.00% |
15.11.2024 | 8.89% | 0.10 CHF | 0.11 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 9'688 CHF | 10'588 CHF | 100.00% | 100.00% |
14.11.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 10'299 CHF | 11'199 CHF | 100.00% | 100.00% |
13.11.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 10'137 CHF | 11'037 CHF | 100.00% | 100.00% |
12.11.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 10'200 CHF | 11'000 CHF | 100.00% | 100.00% |
11.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 11'200 CHF | 12'000 CHF | 100.00% | 100.00% |
08.11.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 11'243 CHF | 12'143 CHF | 100.00% | 100.00% |
07.11.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 11'407 CHF | 12'307 CHF | 100.00% | 100.00% |