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 | 14.33% | 0.06 CHF | 0.07 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 45'361 CHF | 52'361 CHF | 100.00% | 100.00% |
19.11.2024 | 15.23% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 36'460 CHF | 42'460 CHF | 100.00% | 100.00% |
18.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 41'322 CHF | 47'322 CHF | 100.00% | 100.00% |
15.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 42'349 CHF | 48'349 CHF | 100.00% | 100.00% |
14.11.2024 | 14.20% | 0.07 CHF | 0.08 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 45'878 CHF | 52'878 CHF | 100.00% | 100.00% |
13.11.2024 | 15.27% | 0.06 CHF | 0.07 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 42'364 CHF | 49'364 CHF | 100.00% | 100.00% |
12.11.2024 | 13.68% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 34'176 CHF | 39'176 CHF | 100.00% | 100.00% |
11.11.2024 | 10.88% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 43'457 CHF | 48'457 CHF | 100.00% | 100.00% |
08.11.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 38'710 CHF | 43'210 CHF | 100.00% | 100.00% |
07.11.2024 | 9.44% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'615 CHF | 55'615 CHF | 100.00% | 100.00% |