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 | 12.09% | 0.07 CHF | 0.08 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 58'444 CHF | 6'594 CHF | 98.83% | 98.83% |
19.11.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 55'721 CHF | 6'322 CHF | 99.17% | 99.17% |
18.11.2024 | 12.51% | 0.08 CHF | 0.09 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 56'426 CHF | 6'393 CHF | 99.22% | 99.22% |
15.11.2024 | 11.20% | 0.08 CHF | 0.09 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 63'444 CHF | 7'094 CHF | 99.17% | 99.17% |
14.11.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 73'169 CHF | 8'067 CHF | 99.16% | 99.16% |
13.11.2024 | 10.14% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 70'439 CHF | 7'794 CHF | 98.95% | 98.95% |
12.11.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 77'402 CHF | 8'490 CHF | 99.16% | 99.16% |
11.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 89'028 CHF | 9'653 CHF | 99.17% | 99.17% |
08.11.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 78'889 CHF | 8'639 CHF | 99.16% | 99.16% |
07.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 82'412 CHF | 8'991 CHF | 97.77% | 97.77% |