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 | 9.76% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 48'807 CHF | 53'807 CHF | 99.58% | 99.58% |
19.11.2024 | 10.41% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 45'582 CHF | 50'582 CHF | 99.49% | 99.49% |
18.11.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 46'838 CHF | 51'338 CHF | 99.58% | 99.58% |
15.11.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 52'999 CHF | 57'999 CHF | 98.96% | 98.96% |
14.11.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 46'103 CHF | 51'103 CHF | 99.48% | 99.48% |
13.11.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 48'670 CHF | 53'670 CHF | 99.52% | 99.52% |
12.11.2024 | 8.93% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 42'878 CHF | 46'878 CHF | 99.55% | 99.55% |
11.11.2024 | 7.20% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 60'342 CHF | 64'842 CHF | 99.59% | 99.59% |
08.11.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 37'520 CHF | 40'520 CHF | 99.17% | 99.21% |
07.11.2024 | 6.03% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 56'458 CHF | 59'958 CHF | 99.54% | 99.54% |