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 | 13.20% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 42'515 CHF | 16'172 CHF | 99.37% | 99.37% |
19.11.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 51'216 CHF | 19'072 CHF | 99.38% | 99.38% |
18.11.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 47'377 CHF | 17'792 CHF | 99.25% | 99.25% |
15.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 43'953 CHF | 16'651 CHF | 99.38% | 99.38% |
14.11.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 48'922 CHF | 18'307 CHF | 99.37% | 99.37% |
13.11.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 49'020 CHF | 18'340 CHF | 99.37% | 99.37% |
12.11.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 47'234 CHF | 17'745 CHF | 99.38% | 99.38% |
11.11.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 41'895 CHF | 15'965 CHF | 99.37% | 99.37% |
08.11.2024 | 12.81% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 43'996 CHF | 16'665 CHF | 99.38% | 99.38% |
07.11.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 45'503 CHF | 17'168 CHF | 98.38% | 98.38% |