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 | 14.22% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 19'601 CHF | 22'601 CHF | 100.00% | 100.00% |
19.11.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 22'783 CHF | 26'283 CHF | 100.00% | 100.00% |
18.11.2024 | 14.98% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 21'622 CHF | 25'122 CHF | 100.00% | 100.00% |
15.11.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 20'856 CHF | 24'356 CHF | 100.00% | 100.00% |
14.11.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 20'783 CHF | 24'283 CHF | 100.00% | 100.00% |
13.11.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 21'518 CHF | 25'018 CHF | 100.00% | 100.00% |
12.11.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 23'829 CHF | 27'829 CHF | 100.00% | 100.00% |
11.11.2024 | 16.54% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 19'417 CHF | 22'917 CHF | 100.00% | 100.00% |
08.11.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 22'438 CHF | 26'438 CHF | 100.00% | 100.00% |
07.11.2024 | 17.66% | 0.05 CHF | 0.06 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 20'655 CHF | 24'655 CHF | 100.00% | 100.00% |