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 | 9.77% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 73'134 CHF | 10'751 CHF | 99.17% | 99.17% |
19.11.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 69'042 CHF | 10'206 CHF | 99.16% | 99.16% |
18.11.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 82'112 CHF | 11'948 CHF | 98.77% | 98.77% |
15.11.2024 | 8.43% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 85'449 CHF | 12'393 CHF | 99.17% | 99.17% |
14.11.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 103'489 CHF | 14'799 CHF | 99.16% | 99.16% |
13.11.2024 | 7.29% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 99'215 CHF | 14'229 CHF | 98.93% | 98.93% |
12.11.2024 | 5.96% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 122'996 CHF | 17'400 CHF | 99.16% | 99.16% |
11.11.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 140'878 CHF | 19'784 CHF | 99.16% | 99.16% |
08.11.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 114'615 CHF | 16'282 CHF | 99.16% | 99.16% |
07.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 115'161 CHF | 16'355 CHF | 98.26% | 98.26% |