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 | 14.92% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 7'756 CHF | 9'006 CHF | 99.57% | 99.57% |
19.11.2024 | 14.41% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'455 CHF | 7'455 CHF | 99.57% | 99.57% |
18.11.2024 | 12.09% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 7'772 CHF | 8'772 CHF | 99.49% | 99.49% |
15.11.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 7'797 CHF | 8'797 CHF | 99.52% | 99.52% |
14.11.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 7'855 CHF | 8'855 CHF | 99.57% | 99.57% |
13.11.2024 | 11.66% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 8'097 CHF | 9'097 CHF | 99.54% | 99.54% |
12.11.2024 | 10.14% | 0.09 CHF | 0.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 8'453 CHF | 9'353 CHF | 99.55% | 99.55% |
11.11.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 9'817 CHF | 10'817 CHF | 99.55% | 99.55% |
08.11.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 8'864 CHF | 9'764 CHF | 99.58% | 99.58% |
07.11.2024 | 9.09% | 0.10 CHF | 0.11 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 9'477 CHF | 10'377 CHF | 99.57% | 99.57% |