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 | 25.38% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 26'376 CHF | 3'388 CHF | 99.17% | 99.17% |
19.11.2024 | 28.65% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 22'796 CHF | 3'030 CHF | 99.16% | 99.16% |
18.11.2024 | 21.19% | 0.04 CHF | 0.05 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 32'201 CHF | 3'970 CHF | 99.22% | 99.22% |
15.11.2024 | 13.84% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 50'630 CHF | 5'813 CHF | 99.17% | 99.17% |
14.11.2024 | 9.19% | 0.09 CHF | 0.10 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 62'689 CHF | 8'586 CHF | 99.16% | 99.16% |
13.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 65'534 CHF | 8'942 CHF | 99.16% | 99.16% |
12.11.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 61'226 CHF | 8'403 CHF | 99.17% | 99.17% |
11.11.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 76'788 CHF | 10'349 CHF | 99.16% | 99.16% |
08.11.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 65'066 CHF | 8'883 CHF | 99.16% | 99.16% |
07.11.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 600'000 | 75'000 | 602'373 | 75'000 | 66'791 CHF | 9'072 CHF | 98.26% | 98.26% |