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 | 9.17% | 0.12 CHF | 0.13 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 157'036 CHF | 17'204 CHF | 99.38% | 99.38% |
19.11.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 127'782 CHF | 14'278 CHF | 99.38% | 99.38% |
18.11.2024 | 10.88% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 130'700 CHF | 14'570 CHF | 99.25% | 99.25% |
15.11.2024 | 10.04% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 142'333 CHF | 15'733 CHF | 99.38% | 99.38% |
14.11.2024 | 9.84% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 145'306 CHF | 16'031 CHF | 99.37% | 99.37% |
13.11.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 149'403 CHF | 16'440 CHF | 99.37% | 99.37% |
12.11.2024 | 9.81% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 145'965 CHF | 16'097 CHF | 99.38% | 99.38% |
11.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 179'202 CHF | 19'420 CHF | 99.37% | 99.37% |
08.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 177'983 CHF | 19'298 CHF | 99.37% | 99.37% |
07.11.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 210'915 CHF | 22'592 CHF | 98.38% | 98.38% |