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 | 9.40% | 0.10 CHF | 0.11 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 76'162 CHF | 6'693 CHF | 98.83% | 98.83% |
19.11.2024 | 9.85% | 0.10 CHF | 0.11 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 72'719 CHF | 6'418 CHF | 99.17% | 99.17% |
18.11.2024 | 9.57% | 0.11 CHF | 0.12 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 74'689 CHF | 6'575 CHF | 99.22% | 99.22% |
15.11.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 89'661 CHF | 7'773 CHF | 99.16% | 99.16% |
14.11.2024 | 7.15% | 0.14 CHF | 0.14 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 101'355 CHF | 8'708 CHF | 99.15% | 99.15% |
13.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 750'000 | 60'000 | 750'000 | 60'000 | 96'659 CHF | 8'333 CHF | 98.96% | 98.96% |
12.11.2024 | 6.57% | 0.13 CHF | 0.14 CHF | 750'000 | 60'000 | 737'731 | 60'000 | 108'958 CHF | 9'482 CHF | 99.16% | 99.16% |
11.11.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 600'000 | 60'000 | 600'000 | 60'000 | 106'421 CHF | 11'242 CHF | 99.17% | 99.17% |
08.11.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 600'000 | 60'000 | 727'130 | 60'000 | 111'154 CHF | 9'787 CHF | 99.16% | 99.16% |
07.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 750'000 | 60'000 | 639'976 | 60'000 | 102'684 CHF | 10'245 CHF | 97.77% | 97.77% |