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 | 10.11% | 0.08 CHF | 0.09 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 70'859 CHF | 7'836 CHF | 99.17% | 99.17% |
19.11.2024 | 11.27% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 63'127 CHF | 7'063 CHF | 99.16% | 99.16% |
18.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 76'598 CHF | 8'410 CHF | 99.23% | 99.23% |
15.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 96'413 CHF | 10'391 CHF | 99.17% | 99.17% |
14.11.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 750'000 | 75'000 | 653'523 | 75'000 | 105'947 CHF | 12'959 CHF | 99.16% | 99.16% |
13.11.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 600'000 | 75'000 | 648'283 | 75'000 | 107'279 CHF | 13'194 CHF | 99.16% | 99.16% |
12.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 600'000 | 75'000 | 621'286 | 75'000 | 103'186 CHF | 13'223 CHF | 99.16% | 99.16% |
11.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 112'579 CHF | 14'822 CHF | 99.16% | 99.16% |
08.11.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 600'000 | 75'000 | 627'278 | 75'000 | 105'594 CHF | 13'400 CHF | 99.17% | 99.17% |
07.11.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 600'000 | 75'000 | 616'739 | 75'000 | 105'264 CHF | 13'572 CHF | 98.26% | 98.26% |