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 | 11.73% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 122'659 CHF | 13'766 CHF | 99.37% | 99.37% |
19.11.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 133'020 CHF | 24'670 CHF | 99.38% | 99.38% |
18.11.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 113'638 CHF | 21'440 CHF | 99.26% | 99.26% |
15.11.2024 | 13.49% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 103'955 CHF | 19'826 CHF | 99.38% | 99.38% |
14.11.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 112'641 CHF | 21'274 CHF | 99.37% | 99.37% |
13.11.2024 | 12.76% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 110'804 CHF | 20'967 CHF | 99.37% | 99.37% |
12.11.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 156'610 CHF | 28'602 CHF | 99.37% | 99.37% |
11.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 213'222 CHF | 38'037 CHF | 99.38% | 99.38% |
08.11.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 228'299 CHF | 40'550 CHF | 99.38% | 99.38% |
07.11.2024 | 5.72% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 255'691 CHF | 45'115 CHF | 98.37% | 98.37% |