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 | 10.40% | 0.09 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'319 CHF | 2'569 CHF | 99.96% | 99.96% |
19.11.2024 | 10.06% | 0.10 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'375 CHF | 2'625 CHF | 99.82% | 99.82% |
18.11.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'579 CHF | 2'829 CHF | 99.89% | 99.89% |
15.11.2024 | 8.21% | 0.13 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'926 CHF | 3'176 CHF | 100.00% | 100.00% |
14.11.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'020 | 25'020 | 2'604 CHF | 2'854 CHF | 99.66% | 99.66% |
13.11.2024 | 11.79% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 42'125 | 42'125 | 3'334 CHF | 3'755 CHF | 99.93% | 99.93% |
12.11.2024 | 10.82% | 0.08 CHF | 0.09 CHF | 25'000 | 25'000 | 25'261 | 25'261 | 2'212 CHF | 2'465 CHF | 99.77% | 99.77% |
11.11.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'180 CHF | 3'430 CHF | 99.82% | 99.82% |
08.11.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'055 CHF | 3'305 CHF | 99.81% | 99.81% |
07.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 25'000 | 25'000 | 25'035 | 25'035 | 2'749 CHF | 3'000 CHF | 99.89% | 99.89% |