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 | 11.20% | 0.08 CHF | 0.09 CHF | 225'000 | 225'000 | 205'734 | 205'734 | 17'325 CHF | 19'383 CHF | 99.97% | 99.97% |
19.11.2024 | 11.06% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 201'621 | 201'620 | 17'237 CHF | 19'253 CHF | 99.80% | 99.80% |
18.11.2024 | 11.32% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 207'552 | 207'550 | 17'283 CHF | 19'359 CHF | 99.95% | 99.95% |
15.11.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 175'000 | 175'000 | 175'900 | 175'900 | 16'523 CHF | 18'282 CHF | 100.00% | 100.00% |
14.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 17'500 CHF | 19'250 CHF | 99.60% | 99.60% |
13.11.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 175'000 | 175'000 | 164'042 | 164'041 | 17'275 CHF | 18'916 CHF | 99.96% | 99.96% |
12.11.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 148'318 | 148'318 | 17'485 CHF | 18'968 CHF | 99.81% | 99.81% |
11.11.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 125'000 | 125'000 | 125'782 | 125'782 | 16'676 CHF | 17'933 CHF | 99.81% | 99.81% |
08.11.2024 | 7.24% | 0.12 CHF | 0.13 CHF | 125'000 | 125'000 | 126'568 | 126'566 | 16'883 CHF | 18'148 CHF | 99.81% | 99.81% |
07.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 116'963 | 116'961 | 18'008 CHF | 19'177 CHF | 99.88% | 99.88% |