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 | 8.40% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 51'704 CHF | 18'735 CHF | 99.17% | 99.17% |
19.11.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 44'502 CHF | 16'334 CHF | 99.16% | 99.16% |
18.11.2024 | 6.81% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'467 CHF | 22'989 CHF | 99.22% | 99.22% |
15.11.2024 | 6.52% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 67'157 CHF | 23'886 CHF | 99.16% | 99.16% |
14.11.2024 | 7.39% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'076 CHF | 21'192 CHF | 99.15% | 99.15% |
13.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'195 CHF | 19'898 CHF | 99.16% | 99.16% |
12.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'769 CHF | 19'423 CHF | 99.17% | 99.17% |
11.11.2024 | 5.07% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 435'031 | 145'010 | 83'640 CHF | 29'330 CHF | 99.16% | 99.16% |
08.11.2024 | 6.48% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 67'405 CHF | 23'968 CHF | 99.16% | 99.16% |
07.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 67'167 CHF | 23'889 CHF | 98.18% | 98.18% |