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 | 11.05% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 40'223 CHF | 14'908 CHF | 98.68% | 98.68% |
19.11.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'686 CHF | 18'062 CHF | 99.38% | 99.38% |
18.11.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'214 CHF | 21'238 CHF | 99.26% | 99.26% |
15.11.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'391 CHF | 17'631 CHF | 99.38% | 99.38% |
14.11.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 51'956 CHF | 18'819 CHF | 99.37% | 99.37% |
13.11.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 45'764 CHF | 16'755 CHF | 99.37% | 99.37% |
12.11.2024 | 7.95% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'381 CHF | 19'627 CHF | 99.38% | 99.38% |
11.11.2024 | 7.90% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'897 CHF | 19'799 CHF | 99.38% | 99.38% |
08.11.2024 | 9.25% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 46'655 CHF | 17'052 CHF | 99.38% | 99.38% |
07.11.2024 | 7.19% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'620 CHF | 21'707 CHF | 98.38% | 98.38% |