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 | 7.20% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 747'492 | 249'164 | 100'780 CHF | 36'085 CHF | 99.38% | 99.38% |
19.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'736 CHF | 25'412 CHF | 99.37% | 99.37% |
18.11.2024 | 8.54% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'934 CHF | 31'145 CHF | 99.38% | 99.38% |
15.11.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'319 CHF | 32'606 CHF | 99.36% | 99.36% |
14.11.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 78'186 CHF | 28'562 CHF | 99.38% | 99.38% |
13.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'500 CHF | 20'000 CHF | 99.38% | 99.38% |
12.11.2024 | 10.58% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'421 CHF | 24'974 CHF | 99.16% | 99.16% |
11.11.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 77'063 CHF | 28'188 CHF | 99.38% | 99.38% |
08.11.2024 | 9.84% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'659 CHF | 26'720 CHF | 99.37% | 99.37% |
07.11.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'308 CHF | 30'936 CHF | 98.58% | 98.58% |