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 | 62.09% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'787 CHF | 5'429 CHF | 99.17% | 99.17% |
19.11.2024 | 60.40% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 9'262 CHF | 5'587 CHF | 99.16% | 99.16% |
18.11.2024 | 43.99% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 13'877 CHF | 7'126 CHF | 99.23% | 99.23% |
15.11.2024 | 23.89% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'136 CHF | 11'879 CHF | 99.17% | 99.17% |
14.11.2024 | 13.92% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'757 CHF | 19'419 CHF | 99.16% | 99.16% |
13.11.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 740'831 | 246'944 | 57'537 CHF | 21'649 CHF | 99.16% | 99.16% |
12.11.2024 | 8.54% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 67'497 CHF | 24'499 CHF | 99.16% | 99.16% |
11.11.2024 | 7.29% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 505'114 | 168'371 | 66'540 CHF | 23'864 CHF | 99.17% | 99.17% |
08.11.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 597'638 | 199'213 | 71'125 CHF | 25'700 CHF | 99.17% | 99.17% |
07.11.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 71'709 CHF | 25'903 CHF | 98.27% | 98.27% |