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 | 9.57% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'278 CHF | 27'593 CHF | 99.38% | 99.38% |
19.11.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'511 CHF | 27'670 CHF | 99.38% | 99.38% |
18.11.2024 | 9.97% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 71'802 CHF | 26'434 CHF | 99.38% | 99.38% |
15.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 59'000 CHF | 22'167 CHF | 99.35% | 99.35% |
14.11.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'099 CHF | 24'866 CHF | 99.38% | 99.38% |
13.11.2024 | 10.42% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'674 CHF | 25'392 CHF | 99.38% | 99.38% |
12.11.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 95'355 CHF | 34'285 CHF | 99.15% | 99.15% |
11.11.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 107'779 CHF | 38'426 CHF | 99.13% | 99.13% |
08.11.2024 | 8.68% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 83'833 CHF | 30'445 CHF | 99.38% | 99.38% |
07.11.2024 | 8.61% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 83'430 CHF | 30'310 CHF | 98.56% | 98.56% |