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 | 10.75% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 132'305 CHF | 19'641 CHF | 99.37% | 99.37% |
19.11.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 132'028 CHF | 19'604 CHF | 99.37% | 99.37% |
18.11.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 139'214 CHF | 20'562 CHF | 99.22% | 99.22% |
15.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 156'923 CHF | 22'923 CHF | 98.94% | 98.94% |
14.11.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 150'243 CHF | 22'032 CHF | 99.37% | 99.37% |
13.11.2024 | 9.28% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 154'457 CHF | 22'594 CHF | 99.38% | 99.38% |
12.11.2024 | 9.13% | 0.10 CHF | 0.11 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 157'043 CHF | 22'939 CHF | 99.37% | 99.37% |
11.11.2024 | 8.54% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 168'253 CHF | 24'434 CHF | 99.37% | 99.37% |
08.11.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 165'298 CHF | 24'040 CHF | 99.37% | 99.37% |
07.11.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 171'654 CHF | 24'887 CHF | 99.29% | 99.29% |