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 | 12.13% | 0.07 CHF | 0.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 59'180 CHF | 8'891 CHF | 99.17% | 99.17% |
19.11.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 69'696 CHF | 10'293 CHF | 99.16% | 99.16% |
18.11.2024 | 11.78% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 60'271 CHF | 9'036 CHF | 99.23% | 99.23% |
15.11.2024 | 13.56% | 0.08 CHF | 0.09 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 51'970 CHF | 7'929 CHF | 99.17% | 99.17% |
14.11.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 56'901 CHF | 8'587 CHF | 99.16% | 99.16% |
13.11.2024 | 20.55% | 0.04 CHF | 0.05 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 33'118 CHF | 5'416 CHF | 99.16% | 99.16% |
12.11.2024 | 17.19% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 40'278 CHF | 6'370 CHF | 99.16% | 99.16% |
11.11.2024 | 8.26% | 0.08 CHF | 0.09 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 90'811 CHF | 13'108 CHF | 99.17% | 99.17% |
08.11.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 127'997 CHF | 18'066 CHF | 99.17% | 99.17% |
07.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 135'772 CHF | 19'103 CHF | 98.27% | 98.27% |