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 | 15.92% | 0.06 CHF | 0.07 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 26'025 CHF | 30'525 CHF | 100.00% | 100.00% |
19.11.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 24'615 CHF | 28'615 CHF | 100.00% | 100.00% |
18.11.2024 | 15.83% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 26'274 CHF | 30'774 CHF | 100.00% | 100.00% |
15.11.2024 | 15.83% | 0.05 CHF | 0.06 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 23'319 CHF | 27'319 CHF | 100.00% | 100.00% |
14.11.2024 | 14.88% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 21'809 CHF | 25'309 CHF | 100.00% | 100.00% |
13.11.2024 | 17.16% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 19'034 CHF | 22'534 CHF | 100.00% | 100.00% |
12.11.2024 | 8.40% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 23'021 CHF | 25'021 CHF | 100.00% | 100.00% |
11.11.2024 | 7.15% | 0.13 CHF | 0.14 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 30'397 CHF | 32'647 CHF | 100.00% | 100.00% |
08.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 26'985 CHF | 29'235 CHF | 100.00% | 100.00% |
07.11.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 31'203 CHF | 33'703 CHF | 100.00% | 100.00% |