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 | 10.68% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'271 CHF | 9'908 CHF | 99.16% | 99.16% |
19.11.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 21'981 CHF | 9'792 CHF | 99.00% | 99.17% |
18.11.2024 | 10.61% | 0.10 CHF | 0.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'399 CHF | 9'959 CHF | 99.20% | 99.20% |
15.11.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 26'741 CHF | 11'696 CHF | 99.17% | 99.17% |
14.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 28'734 CHF | 12'494 CHF | 99.16% | 99.16% |
13.11.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'581 CHF | 12'832 CHF | 99.16% | 99.16% |
12.11.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'614 CHF | 15'246 CHF | 99.17% | 99.17% |
11.11.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 39'382 CHF | 16'753 CHF | 99.17% | 99.17% |
08.11.2024 | 6.33% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 38'354 CHF | 16'341 CHF | 99.16% | 99.16% |
07.11.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 44'344 CHF | 18'738 CHF | 98.06% | 98.06% |