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 | 5.61% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 13'012 CHF | 13'762 CHF | 99.96% | 99.96% |
19.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 13'597 CHF | 14'347 CHF | 99.81% | 99.81% |
18.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 75'140 | 75'140 | 13'299 CHF | 14'050 CHF | 99.91% | 99.91% |
15.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 94'963 | 94'961 | 15'245 CHF | 16'194 CHF | 100.00% | 100.00% |
14.11.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 15'430 CHF | 16'430 CHF | 99.54% | 99.54% |
13.11.2024 | 6.39% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 99'090 | 99'090 | 15'033 CHF | 16'024 CHF | 99.95% | 99.95% |
12.11.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 101'152 | 101'154 | 13'413 CHF | 14'425 CHF | 99.80% | 99.80% |
11.11.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 125'000 | 125'000 | 123'035 | 123'034 | 14'546 CHF | 15'776 CHF | 99.81% | 99.81% |
08.11.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 110'037 | 110'036 | 13'757 CHF | 14'857 CHF | 99.85% | 99.85% |
07.11.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 13'890 CHF | 15'140 CHF | 99.87% | 99.87% |