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 | 5.35% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'134 CHF | 9'634 CHF | 99.96% | 99.96% |
19.11.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'791 CHF | 10'291 CHF | 99.80% | 99.80% |
18.11.2024 | 5.22% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'347 CHF | 9'847 CHF | 99.91% | 99.91% |
15.11.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'002 CHF | 8'502 CHF | 100.00% | 100.00% |
14.11.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'409 CHF | 7'909 CHF | 99.52% | 99.52% |
13.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 56'273 | 56'274 | 8'110 CHF | 8'673 CHF | 99.96% | 99.96% |
12.11.2024 | 8.81% | 0.12 CHF | 0.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 8'187 CHF | 8'937 CHF | 99.79% | 99.79% |
11.11.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 75'000 | 75'000 | 78'391 | 78'391 | 7'468 CHF | 8'252 CHF | 99.82% | 99.82% |
08.11.2024 | 9.16% | 0.12 CHF | 0.13 CHF | 75'000 | 75'000 | 79'824 | 79'824 | 8'310 CHF | 9'108 CHF | 99.83% | 99.83% |
07.11.2024 | 11.25% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 99'166 | 99'165 | 8'337 CHF | 9'328 CHF | 99.89% | 99.89% |