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 | 12.42% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 113'697 CHF | 17'160 CHF | 99.37% | 99.37% |
19.11.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 111'625 CHF | 16'883 CHF | 99.37% | 99.37% |
18.11.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 118'261 CHF | 17'768 CHF | 99.23% | 99.23% |
15.11.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 126'827 CHF | 18'910 CHF | 98.95% | 98.95% |
14.11.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 124'702 CHF | 18'627 CHF | 99.38% | 99.38% |
13.11.2024 | 11.28% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 126'133 CHF | 18'818 CHF | 99.37% | 99.37% |
12.11.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 125'186 CHF | 18'691 CHF | 99.38% | 99.38% |
11.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 134'317 CHF | 19'909 CHF | 99.37% | 99.37% |
08.11.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 130'131 CHF | 19'351 CHF | 99.38% | 99.38% |
07.11.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 134'738 CHF | 19'965 CHF | 99.29% | 99.29% |