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 | 7.95% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'060 CHF | 6'560 CHF | 99.97% | 99.97% |
19.11.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'029 CHF | 6'529 CHF | 99.85% | 99.85% |
18.11.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'410 CHF | 6'910 CHF | 99.95% | 99.95% |
15.11.2024 | 8.36% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'745 CHF | 6'245 CHF | 100.00% | 100.00% |
14.11.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'554 CHF | 6'054 CHF | 99.66% | 99.66% |
13.11.2024 | 9.29% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'143 CHF | 5'643 CHF | 99.97% | 99.97% |
12.11.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 49'998 | 4'973 CHF | 5'473 CHF | 99.80% | 99.80% |
11.11.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'011 CHF | 5'511 CHF | 99.85% | 99.85% |
08.11.2024 | 10.49% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'543 CHF | 5'043 CHF | 99.81% | 99.81% |
07.11.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'443 CHF | 4'943 CHF | 99.90% | 99.90% |