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 | 8.95% | 0.10 CHF | 0.11 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 80'500 CHF | 17'600 CHF | 99.16% | 99.16% |
19.11.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 85'132 CHF | 18'526 CHF | 99.17% | 99.17% |
18.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 81'281 CHF | 17'756 CHF | 99.23% | 99.23% |
15.11.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 69'680 CHF | 15'436 CHF | 99.17% | 99.17% |
14.11.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 73'332 CHF | 16'167 CHF | 99.16% | 99.16% |
13.11.2024 | 13.60% | 0.06 CHF | 0.07 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 51'611 CHF | 11'822 CHF | 99.16% | 99.16% |
12.11.2024 | 12.63% | 0.07 CHF | 0.08 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 55'896 CHF | 12'679 CHF | 99.16% | 99.16% |
11.11.2024 | 8.14% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 90'185 CHF | 19'537 CHF | 99.17% | 99.17% |
08.11.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 110'901 CHF | 23'680 CHF | 99.17% | 99.17% |
07.11.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 116'736 CHF | 24'847 CHF | 98.27% | 98.27% |