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 | 11.50% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'604 CHF | 9'201 CHF | 99.38% | 99.38% |
19.11.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'778 CHF | 8'593 CHF | 99.38% | 99.38% |
18.11.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 25'041 CHF | 9'347 CHF | 99.23% | 99.23% |
15.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 29'565 CHF | 10'855 CHF | 99.37% | 99.37% |
14.11.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'734 CHF | 11'578 CHF | 99.37% | 99.37% |
13.11.2024 | 10.17% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 28'023 CHF | 10'341 CHF | 99.38% | 99.38% |
12.11.2024 | 9.56% | 0.09 CHF | 0.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 29'885 CHF | 10'962 CHF | 99.37% | 99.37% |
11.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 33'002 CHF | 12'001 CHF | 99.37% | 99.37% |
08.11.2024 | 9.29% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 364'761 | 100'000 | 37'568 CHF | 11'273 CHF | 99.38% | 99.38% |
07.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 164'717 CHF | 11'981 CHF | 99.29% | 99.29% |