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 | 13.33% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 17'500 CHF | 8'000 CHF | 99.38% | 99.38% |
19.11.2024 | 13.16% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'450 | 17'776 CHF | 8'146 CHF | 99.38% | 99.38% |
18.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 20'000 CHF | 9'000 CHF | 99.37% | 99.37% |
15.11.2024 | 10.23% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 23'283 CHF | 10'313 CHF | 99.36% | 99.36% |
14.11.2024 | 9.87% | 0.10 CHF | 0.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 24'149 CHF | 10'659 CHF | 99.38% | 99.38% |
13.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'487 CHF | 9'995 CHF | 99.38% | 99.38% |
12.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'348 CHF | 9'939 CHF | 99.15% | 99.15% |
11.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 25'073 CHF | 11'029 CHF | 99.38% | 99.38% |
08.11.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 24'673 CHF | 10'869 CHF | 99.38% | 99.38% |
07.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 99'971 | 27'269 CHF | 11'904 CHF | 96.22% | 96.22% |