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 | 8.66% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 27'614 CHF | 12'046 CHF | 99.17% | 99.17% |
19.11.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 26'968 CHF | 11'787 CHF | 99.17% | 99.17% |
18.11.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'022 CHF | 12'609 CHF | 99.23% | 99.23% |
15.11.2024 | 8.27% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'064 CHF | 12'626 CHF | 99.17% | 99.17% |
14.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 27'085 CHF | 11'834 CHF | 99.16% | 99.16% |
13.11.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 24'447 CHF | 10'779 CHF | 99.17% | 99.17% |
12.11.2024 | 10.53% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'567 CHF | 10'027 CHF | 92.92% | 99.17% |
11.11.2024 | 7.96% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 30'281 CHF | 13'113 CHF | 99.17% | 99.17% |
08.11.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'420 CHF | 12'768 CHF | 99.17% | 99.17% |
07.11.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 29'851 CHF | 12'941 CHF | 98.65% | 98.65% |