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 | 8.24% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'530 CHF | 31'677 CHF | 99.38% | 99.38% |
19.11.2024 | 8.36% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 86'270 CHF | 31'257 CHF | 99.38% | 99.38% |
18.11.2024 | 8.54% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'269 CHF | 30'590 CHF | 99.37% | 99.37% |
15.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'993 CHF | 27'831 CHF | 99.35% | 99.35% |
14.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'223 CHF | 29'574 CHF | 99.38% | 99.38% |
13.11.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 80'007 CHF | 29'169 CHF | 99.38% | 99.38% |
12.11.2024 | 7.42% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'415 CHF | 34'972 CHF | 99.15% | 99.15% |
11.11.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'204 CHF | 37'235 CHF | 99.13% | 99.13% |
08.11.2024 | 8.29% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'494 CHF | 31'665 CHF | 99.38% | 99.38% |
07.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 82'413 CHF | 29'971 CHF | 98.56% | 98.56% |