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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 55'506 CHF | 21'002 CHF | 99.29% | 99.29% |
20.11.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'867 CHF | 22'789 CHF | 99.38% | 99.38% |
19.11.2024 | 13.14% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'436 CHF | 20'312 CHF | 99.38% | 99.38% |
18.11.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'271 CHF | 21'924 CHF | 99.38% | 99.38% |
15.11.2024 | 11.53% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 61'892 CHF | 23'131 CHF | 99.34% | 99.34% |
14.11.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'258 CHF | 25'253 CHF | 99.38% | 99.38% |
13.11.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'853 CHF | 27'784 CHF | 99.38% | 99.38% |
12.11.2024 | 8.16% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'324 CHF | 31'941 CHF | 99.15% | 99.15% |
11.11.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'754 CHF | 30'751 CHF | 99.13% | 99.13% |
08.11.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 82'708 CHF | 30'069 CHF | 99.37% | 99.37% |