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 | 14.46% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'221 CHF | 3'721 CHF | 99.96% | 99.96% |
19.11.2024 | 14.18% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'286 CHF | 3'786 CHF | 99.85% | 99.85% |
18.11.2024 | 13.04% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'596 CHF | 4'096 CHF | 99.88% | 99.88% |
15.11.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'522 CHF | 4'022 CHF | 100.00% | 100.00% |
14.11.2024 | 12.30% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'835 CHF | 4'335 CHF | 99.65% | 99.65% |
13.11.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 25'000 | 25'000 | 38'595 | 38'596 | 3'677 CHF | 4'063 CHF | 99.93% | 99.93% |
12.11.2024 | 10.28% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 49'739 | 49'740 | 4'597 CHF | 5'095 CHF | 99.76% | 99.76% |
11.11.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'967 CHF | 4'467 CHF | 99.82% | 99.82% |
08.11.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'208 CHF | 4'708 CHF | 99.81% | 99.81% |
07.11.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 4'946 CHF | 5'443 CHF | 99.91% | 99.91% |