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 | 10.34% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 137'954 CHF | 20'394 CHF | 99.37% | 99.37% |
19.11.2024 | 9.50% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 150'429 CHF | 22'057 CHF | 99.37% | 99.37% |
18.11.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 136'097 CHF | 20'146 CHF | 99.22% | 99.22% |
15.11.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'557 CHF | 20'074 CHF | 98.96% | 98.96% |
14.11.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 130'468 CHF | 19'396 CHF | 99.37% | 99.37% |
13.11.2024 | 12.41% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 114'009 CHF | 17'201 CHF | 99.37% | 99.37% |
12.11.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 160'035 CHF | 23'338 CHF | 99.37% | 99.37% |
11.11.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 156'342 CHF | 22'846 CHF | 99.38% | 99.38% |
08.11.2024 | 10.45% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 136'194 CHF | 20'159 CHF | 99.38% | 99.38% |
07.11.2024 | 11.43% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 124'524 CHF | 18'603 CHF | 99.28% | 99.28% |