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 | 10.29% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 70'934 | 70'934 | 6'526 CHF | 7'235 CHF | 99.95% | 99.95% |
19.11.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 75'000 | 75'000 | 53'549 | 53'549 | 5'812 CHF | 6'348 CHF | 97.16% | 97.16% |
18.11.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'054 CHF | 6'554 CHF | 99.88% | 99.88% |
15.11.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'118 CHF | 6'618 CHF | 100.00% | 100.00% |
14.11.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'890 CHF | 6'390 CHF | 99.53% | 99.53% |
13.11.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'869 CHF | 6'369 CHF | 99.95% | 99.95% |
12.11.2024 | 9.25% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 52'875 | 52'876 | 5'451 CHF | 5'980 CHF | 99.75% | 99.75% |
11.11.2024 | 9.96% | 0.10 CHF | 0.11 CHF | 75'000 | 75'000 | 74'700 | 74'699 | 7'143 CHF | 7'890 CHF | 99.80% | 99.80% |
08.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 59'702 | 59'705 | 6'039 CHF | 6'637 CHF | 99.83% | 99.83% |
07.11.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 75'000 | 75'000 | 69'068 | 69'068 | 7'008 CHF | 7'699 CHF | 96.72% | 96.72% |