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 | 8.24% | 0.11 CHF | 0.12 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 87'406 CHF | 15'818 CHF | 99.17% | 99.17% |
19.11.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 84'015 CHF | 15'253 CHF | 99.16% | 99.16% |
18.11.2024 | 7.61% | 0.12 CHF | 0.13 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 94'940 CHF | 17'073 CHF | 98.77% | 98.77% |
15.11.2024 | 7.46% | 0.15 CHF | 0.16 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 97'032 CHF | 17'422 CHF | 99.17% | 99.17% |
14.11.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 107'048 CHF | 19'091 CHF | 99.16% | 99.16% |
13.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 106'461 CHF | 18'993 CHF | 98.93% | 98.93% |
12.11.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 121'836 CHF | 21'556 CHF | 99.16% | 99.16% |
11.11.2024 | 5.50% | 0.19 CHF | 0.20 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 132'989 CHF | 23'415 CHF | 99.16% | 99.16% |
08.11.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 118'317 CHF | 20'969 CHF | 99.16% | 99.16% |
07.11.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 117'917 CHF | 20'903 CHF | 98.26% | 98.26% |