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 | 6.36% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'058 CHF | 20'308 CHF | 100.00% | 100.00% |
19.11.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 14'523 CHF | 15'523 CHF | 100.00% | 100.00% |
18.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'662 CHF | 19'662 CHF | 100.00% | 100.00% |
15.11.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'800 CHF | 20'800 CHF | 100.00% | 100.00% |
14.11.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 24'202 CHF | 25'452 CHF | 100.00% | 100.00% |
13.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 21'086 CHF | 22'336 CHF | 100.00% | 100.00% |
12.11.2024 | 5.25% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'592 CHF | 19'592 CHF | 100.00% | 100.00% |
11.11.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'402 CHF | 20'402 CHF | 100.00% | 100.00% |
08.11.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 16'814 CHF | 17'714 CHF | 100.00% | 100.00% |
07.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'995 CHF | 25'995 CHF | 100.00% | 100.00% |