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 | 10.47% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 135'807 CHF | 15'081 CHF | 99.38% | 99.38% |
19.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 135'427 CHF | 15'043 CHF | 99.38% | 99.38% |
18.11.2024 | 10.12% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 141'063 CHF | 15'606 CHF | 99.26% | 99.26% |
15.11.2024 | 10.30% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 138'340 CHF | 15'334 CHF | 99.38% | 99.38% |
14.11.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 131'544 CHF | 14'654 CHF | 99.38% | 99.38% |
13.11.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 118'135 CHF | 13'314 CHF | 99.38% | 99.38% |
12.11.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 128'035 CHF | 14'304 CHF | 99.38% | 99.38% |
11.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 135'000 CHF | 15'000 CHF | 99.38% | 99.38% |
08.11.2024 | 10.29% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 139'009 CHF | 15'401 CHF | 99.38% | 99.38% |
07.11.2024 | 10.99% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 129'431 CHF | 14'443 CHF | 98.37% | 98.37% |