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 | 10.68% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 66'594 CHF | 7'409 CHF | 98.83% | 98.83% |
19.11.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 68'492 CHF | 7'599 CHF | 99.17% | 99.17% |
18.11.2024 | 9.73% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 73'539 CHF | 8'104 CHF | 99.22% | 99.22% |
15.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 83'357 CHF | 9'086 CHF | 99.17% | 99.17% |
14.11.2024 | 8.52% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 84'346 CHF | 9'185 CHF | 99.16% | 99.16% |
13.11.2024 | 8.76% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 82'151 CHF | 8'965 CHF | 98.96% | 98.96% |
12.11.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 92'145 CHF | 9'965 CHF | 99.16% | 99.16% |
11.11.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 105'544 CHF | 11'304 CHF | 99.17% | 99.17% |
08.11.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 99'325 CHF | 10'683 CHF | 99.16% | 99.16% |
07.11.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 103'902 CHF | 11'140 CHF | 97.77% | 97.77% |