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 | 10.47% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'556 CHF | 5'056 CHF | 99.96% | 99.96% |
19.11.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'122 CHF | 5'622 CHF | 99.82% | 99.82% |
18.11.2024 | 9.27% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'152 CHF | 5'652 CHF | 99.88% | 99.88% |
15.11.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'267 CHF | 5'767 CHF | 100.00% | 100.00% |
14.11.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'774 CHF | 5'274 CHF | 99.65% | 99.65% |
13.11.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'120 CHF | 4'620 CHF | 99.93% | 99.93% |
12.11.2024 | 10.88% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'360 CHF | 4'860 CHF | 99.80% | 99.80% |
11.11.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'505 CHF | 6'005 CHF | 99.77% | 99.77% |
08.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'563 CHF | 6'063 CHF | 99.83% | 99.83% |
07.11.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'782 CHF | 5'282 CHF | 99.91% | 99.91% |