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 | 10.18% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 70'240 CHF | 25'913 CHF | 99.17% | 99.17% |
19.11.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 63'102 CHF | 23'534 CHF | 99.16% | 99.16% |
18.11.2024 | 9.80% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'105 CHF | 26'868 CHF | 99.23% | 99.23% |
15.11.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'048 CHF | 31'849 CHF | 99.17% | 99.17% |
14.11.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 107'124 CHF | 38'208 CHF | 99.16% | 99.16% |
13.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 109'011 CHF | 38'837 CHF | 99.16% | 99.16% |
12.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 112'933 CHF | 40'144 CHF | 99.16% | 99.16% |
11.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'046 CHF | 44'849 CHF | 99.16% | 99.16% |
08.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'070 CHF | 42'524 CHF | 99.16% | 99.16% |
07.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'335 CHF | 42'278 CHF | 98.27% | 98.27% |