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 | 10.85% | 0.09 CHF | 0.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 26'201 CHF | 9'734 CHF | 99.37% | 99.37% |
19.11.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 30'643 CHF | 11'214 CHF | 99.37% | 99.37% |
18.11.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'493 CHF | 9'164 CHF | 99.22% | 99.22% |
15.11.2024 | 13.77% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'317 CHF | 7'772 CHF | 99.37% | 99.37% |
14.11.2024 | 14.94% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'593 CHF | 7'198 CHF | 99.37% | 99.37% |
13.11.2024 | 12.05% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'476 CHF | 8'825 CHF | 99.37% | 99.37% |
12.11.2024 | 12.86% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'866 CHF | 8'289 CHF | 99.37% | 99.37% |
11.11.2024 | 14.52% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 19'185 CHF | 7'395 CHF | 99.37% | 99.37% |
08.11.2024 | 12.27% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 364'760 | 100'000 | 27'709 CHF | 8'660 CHF | 99.38% | 99.38% |
07.11.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 104'567 CHF | 7'971 CHF | 99.29% | 99.29% |