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 | 8.76% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'300 CHF | 17'933 CHF | 99.38% | 99.38% |
19.11.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 44'547 CHF | 16'349 CHF | 99.38% | 99.38% |
18.11.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 44'955 CHF | 16'485 CHF | 99.26% | 99.26% |
15.11.2024 | 9.41% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 45'635 CHF | 16'712 CHF | 99.38% | 99.38% |
14.11.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'001 CHF | 17'500 CHF | 99.37% | 99.37% |
13.11.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'786 CHF | 17'762 CHF | 99.37% | 99.37% |
12.11.2024 | 9.25% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 46'484 CHF | 16'995 CHF | 99.38% | 99.38% |
11.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'575 CHF | 19'358 CHF | 99.37% | 99.37% |
08.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'388 CHF | 19'296 CHF | 99.38% | 99.38% |
07.11.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'604 CHF | 22'035 CHF | 98.37% | 98.37% |