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 | 14.71% | 0.06 CHF | 0.07 CHF | 250'000 | 75'000 | 250'000 | 67'204 | 15'823 CHF | 4'873 CHF | 99.38% | 99.38% |
19.11.2024 | 14.38% | 0.07 CHF | 0.08 CHF | 250'000 | 50'000 | 250'000 | 65'912 | 16'346 CHF | 4'887 CHF | 99.38% | 99.38% |
18.11.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 21'949 CHF | 4'890 CHF | 99.37% | 99.37% |
15.11.2024 | 8.98% | 0.09 CHF | 0.10 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 26'710 CHF | 5'842 CHF | 99.36% | 99.36% |
14.11.2024 | 8.92% | 0.12 CHF | 0.13 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 26'923 CHF | 5'885 CHF | 99.38% | 99.38% |
13.11.2024 | 10.04% | 0.10 CHF | 0.11 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 23'704 CHF | 5'241 CHF | 99.38% | 99.38% |
12.11.2024 | 10.04% | 0.09 CHF | 0.10 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 23'743 CHF | 5'249 CHF | 99.15% | 99.15% |
11.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 29'762 CHF | 6'452 CHF | 99.38% | 99.38% |
08.11.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 28'153 CHF | 6'131 CHF | 99.37% | 99.37% |
07.11.2024 | 7.15% | 0.13 CHF | 0.14 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 33'760 CHF | 7'252 CHF | 96.22% | 96.22% |