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 | 10.07% | 0.09 CHF | 0.10 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 11'825 CHF | 1'046 CHF | 99.83% | 99.83% |
19.11.2024 | 10.54% | 0.10 CHF | 0.11 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 11'265 CHF | 1'001 CHF | 99.91% | 99.91% |
18.11.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 12'354 CHF | 1'088 CHF | 100.00% | 100.00% |
15.11.2024 | 7.96% | 0.11 CHF | 0.12 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 15'125 CHF | 1'310 CHF | 100.00% | 100.00% |
14.11.2024 | 7.21% | 0.15 CHF | 0.16 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 16'788 CHF | 1'443 CHF | 100.00% | 100.00% |
13.11.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 15'348 CHF | 1'328 CHF | 99.97% | 99.97% |
12.11.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 18'384 CHF | 1'571 CHF | 100.00% | 100.00% |
11.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 21'335 CHF | 1'807 CHF | 99.80% | 99.80% |
08.11.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 20'857 CHF | 1'769 CHF | 100.00% | 100.00% |
07.11.2024 | 5.41% | 0.16 CHF | 0.17 CHF | 125'000 | 10'000 | 125'000 | 10'000 | 22'555 CHF | 1'904 CHF | 99.70% | 99.70% |