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 | 13.43% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'775 CHF | 5'966 CHF | 98.82% | 98.82% |
19.11.2024 | 14.04% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 33'272 CHF | 5'741 CHF | 99.94% | 99.94% |
18.11.2024 | 18.10% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 69'764 | 30'533 CHF | 5'084 CHF | 98.08% | 98.08% |
15.11.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'439 CHF | 5'166 CHF | 100.00% | 100.00% |
14.11.2024 | 18.46% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'654 CHF | 4'448 CHF | 99.57% | 99.57% |
13.11.2024 | 21.88% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 74'442 | 20'910 CHF | 3'870 CHF | 99.32% | 99.32% |
12.11.2024 | 21.05% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'451 CHF | 3'968 CHF | 99.36% | 99.36% |
11.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 4'500 CHF | 95.09% | 95.09% |
08.11.2024 | 21.73% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'609 CHF | 3'841 CHF | 99.79% | 99.79% |
07.11.2024 | 18.54% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 73'692 | 25'771 CHF | 4'563 CHF | 96.70% | 96.70% |