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 | 11.21% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 97'501 | 21'129 CHF | 9'202 CHF | 99.38% | 99.38% |
19.11.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 250'000 | 75'000 | 250'000 | 94'377 | 21'213 CHF | 8'904 CHF | 99.38% | 99.38% |
18.11.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 24'976 CHF | 8'243 CHF | 99.38% | 99.38% |
15.11.2024 | 8.51% | 0.10 CHF | 0.11 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 28'194 CHF | 9'208 CHF | 99.36% | 99.36% |
14.11.2024 | 8.35% | 0.13 CHF | 0.14 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 28'749 CHF | 9'375 CHF | 99.38% | 99.38% |
13.11.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 27'095 CHF | 8'879 CHF | 99.38% | 99.38% |
12.11.2024 | 8.90% | 0.11 CHF | 0.12 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 26'903 CHF | 8'821 CHF | 99.15% | 99.15% |
11.11.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 30'262 CHF | 9'829 CHF | 99.38% | 99.38% |
08.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 29'746 CHF | 9'674 CHF | 99.37% | 99.37% |
07.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 32'587 CHF | 10'526 CHF | 96.22% | 96.22% |