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 | 9.00% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'052 CHF | 17'517 CHF | 98.68% | 98.68% |
19.11.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 47'226 CHF | 17'242 CHF | 99.38% | 99.38% |
18.11.2024 | 10.85% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 39'601 CHF | 14'700 CHF | 99.25% | 99.25% |
15.11.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'210 CHF | 19'237 CHF | 99.38% | 99.38% |
14.11.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 52'598 CHF | 19'033 CHF | 99.38% | 99.38% |
13.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'846 CHF | 20'782 CHF | 99.38% | 99.38% |
12.11.2024 | 7.78% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'696 CHF | 20'065 CHF | 99.38% | 99.38% |
11.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'359 CHF | 19'286 CHF | 99.38% | 99.38% |
08.11.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'869 CHF | 22'123 CHF | 99.37% | 99.37% |
07.11.2024 | 7.83% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'495 CHF | 19'998 CHF | 98.38% | 98.38% |