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 | 9.57% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 49'988 CHF | 10'998 CHF | 99.27% | 99.27% |
19.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'261 CHF | 9'852 CHF | 99.02% | 99.27% |
18.11.2024 | 7.57% | 0.12 CHF | 0.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 63'760 CHF | 13'752 CHF | 99.27% | 99.27% |
15.11.2024 | 5.55% | 0.15 CHF | 0.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 87'920 CHF | 18'584 CHF | 99.27% | 99.27% |
14.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 112'523 CHF | 23'505 CHF | 99.27% | 99.27% |
13.11.2024 | 4.38% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 111'619 CHF | 23'324 CHF | 99.27% | 99.27% |
12.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 131'084 CHF | 27'217 CHF | 99.25% | 99.25% |
11.11.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 146'629 CHF | 30'326 CHF | 99.27% | 99.27% |
08.11.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 129'703 CHF | 26'941 CHF | 99.25% | 99.25% |
07.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 100'000 CHF | 21'000 CHF | 1.12% | 1.12% |