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 | 8.27% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'826 CHF | 6'326 CHF | 99.98% | 99.98% |
19.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'560 CHF | 6'060 CHF | 99.85% | 99.85% |
18.11.2024 | 7.57% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'450 CHF | 6'950 CHF | 99.95% | 99.95% |
15.11.2024 | 5.89% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'258 CHF | 8'758 CHF | 100.00% | 100.00% |
14.11.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'465 CHF | 9'965 CHF | 99.80% | 99.80% |
13.11.2024 | 5.37% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'074 CHF | 9'574 CHF | 99.94% | 99.94% |
12.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'942 CHF | 9'442 CHF | 99.84% | 99.84% |
11.11.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'262 CHF | 9'762 CHF | 99.82% | 99.82% |
08.11.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'312 CHF | 9'812 CHF | 99.81% | 99.81% |
07.11.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'615 CHF | 10'115 CHF | 99.90% | 99.90% |