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 | 10.22% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 41'856 CHF | 46'356 CHF | 100.00% | 100.00% |
19.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 39'914 CHF | 43'914 CHF | 100.00% | 100.00% |
18.11.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 42'989 CHF | 46'989 CHF | 100.00% | 100.00% |
15.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 49'494 CHF | 53'994 CHF | 100.00% | 100.00% |
14.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 45'000 CHF | 49'500 CHF | 100.00% | 100.00% |
13.11.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'918 CHF | 54'918 CHF | 100.00% | 100.00% |
12.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 44'615 CHF | 49'615 CHF | 100.00% | 100.00% |
11.11.2024 | 11.33% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 41'629 CHF | 46'629 CHF | 100.00% | 100.00% |
08.11.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 40'283 CHF | 44'783 CHF | 100.00% | 100.00% |
07.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 44'180 CHF | 49'180 CHF | 100.00% | 100.00% |