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 | 11.26% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 20'962 CHF | 23'462 CHF | 99.47% | 99.52% |
19.11.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 21'253 CHF | 23'753 CHF | 99.54% | 99.54% |
18.11.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 22'378 CHF | 25'378 CHF | 99.59% | 99.59% |
15.11.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 19'047 CHF | 21'547 CHF | 98.38% | 98.38% |
14.11.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 20'415 CHF | 22'665 CHF | 99.53% | 99.53% |
13.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 22'439 CHF | 24'689 CHF | 99.58% | 99.58% |
12.11.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'775 CHF | 25'275 CHF | 99.50% | 99.56% |
11.11.2024 | 10.12% | 0.08 CHF | 0.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 11'878 CHF | 13'128 CHF | 98.92% | 98.98% |
08.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 22'310 CHF | 23'810 CHF | 99.42% | 99.49% |
07.11.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 17'078 CHF | 18'328 CHF | 99.07% | 99.07% |