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 | 8.00% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'206 CHF | 32'569 CHF | 99.38% | 99.38% |
19.11.2024 | 10.24% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 69'691 CHF | 25'730 CHF | 99.38% | 99.38% |
18.11.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 76'302 CHF | 27'934 CHF | 99.38% | 99.38% |
15.11.2024 | 8.56% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'367 CHF | 30'956 CHF | 99.34% | 99.34% |
14.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'479 CHF | 34'993 CHF | 99.38% | 99.38% |
13.11.2024 | 6.54% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 111'116 CHF | 39'539 CHF | 99.38% | 99.38% |
12.11.2024 | 5.36% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 136'594 CHF | 48'031 CHF | 99.15% | 99.15% |
11.11.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'519 CHF | 46'007 CHF | 99.13% | 99.13% |
08.11.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'656 CHF | 45'052 CHF | 99.37% | 99.37% |
07.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'518 CHF | 39'340 CHF | 98.56% | 98.56% |