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 | 8.85% | 0.10 CHF | 0.11 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 48'879 CHF | 5'931 CHF | 99.38% | 99.38% |
19.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 58'772 CHF | 7'030 CHF | 99.37% | 99.37% |
18.11.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 55'949 CHF | 6'717 CHF | 99.37% | 99.37% |
15.11.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 63'485 CHF | 7'554 CHF | 99.36% | 99.36% |
14.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 71'879 CHF | 8'487 CHF | 99.38% | 99.38% |
13.11.2024 | 7.24% | 0.16 CHF | 0.17 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 60'210 CHF | 7'190 CHF | 99.37% | 99.37% |
12.11.2024 | 5.64% | 0.14 CHF | 0.15 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 77'831 CHF | 9'148 CHF | 99.15% | 99.15% |
11.11.2024 | 5.60% | 0.19 CHF | 0.20 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 78'168 CHF | 9'185 CHF | 99.38% | 99.38% |
08.11.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 79'507 CHF | 9'334 CHF | 99.37% | 99.37% |
07.11.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 450'000 | 50'000 | 91'453 | 50'000 | 18'799 CHF | 11'009 CHF | 98.58% | 98.58% |