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 | 12.50% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'765 CHF | 4'265 CHF | 99.96% | 99.96% |
19.11.2024 | 12.86% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 51'044 | 51'043 | 3'734 CHF | 4'244 CHF | 99.82% | 99.82% |
18.11.2024 | 11.81% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'994 CHF | 4'494 CHF | 99.88% | 99.88% |
15.11.2024 | 11.68% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'034 CHF | 4'534 CHF | 100.00% | 100.00% |
14.11.2024 | 12.65% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 53'575 | 53'575 | 3'953 CHF | 4'488 CHF | 99.65% | 99.65% |
13.11.2024 | 15.49% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 4'476 CHF | 5'226 CHF | 99.93% | 99.93% |
12.11.2024 | 14.30% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 67'171 | 67'172 | 4'341 CHF | 5'012 CHF | 99.78% | 99.78% |
11.11.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'049 CHF | 4'549 CHF | 99.82% | 99.82% |
08.11.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'975 CHF | 4'475 CHF | 99.81% | 99.81% |
07.11.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 50'298 | 50'296 | 3'529 CHF | 4'031 CHF | 99.90% | 99.90% |