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 | 12.47% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 9'404 CHF | 10'654 CHF | 100.00% | 100.00% |
19.11.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 8'836 CHF | 10'086 CHF | 100.00% | 100.00% |
18.11.2024 | 12.81% | 0.07 CHF | 0.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 9'136 CHF | 10'386 CHF | 100.00% | 100.00% |
15.11.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 10'588 CHF | 11'838 CHF | 100.00% | 100.00% |
14.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 8'457 CHF | 9'457 CHF | 100.00% | 100.00% |
13.11.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 9'745 CHF | 10'745 CHF | 100.00% | 100.00% |
12.11.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 10'673 CHF | 11'673 CHF | 100.00% | 100.00% |
11.11.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 11'935 CHF | 12'935 CHF | 100.00% | 100.00% |
08.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 10'254 CHF | 11'054 CHF | 100.00% | 100.00% |
07.11.2024 | 5.91% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'295 CHF | 8'795 CHF | 100.00% | 100.00% |