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 | 16.14% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 740'021 | 75'000 | 42'377 CHF | 5'049 CHF | 99.17% | 99.17% |
19.11.2024 | 14.01% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 670'344 | 75'000 | 44'488 CHF | 5'765 CHF | 99.17% | 99.17% |
18.11.2024 | 11.87% | 0.09 CHF | 0.10 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 47'651 CHF | 6'706 CHF | 99.23% | 99.23% |
15.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 450'000 | 75'000 | 580'647 | 75'000 | 51'296 CHF | 7'380 CHF | 99.17% | 99.17% |
14.11.2024 | 11.48% | 0.09 CHF | 0.10 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 49'403 CHF | 6'925 CHF | 99.16% | 99.16% |
13.11.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 53'279 CHF | 7'410 CHF | 99.16% | 99.16% |
12.11.2024 | 10.20% | 0.08 CHF | 0.09 CHF | 600'000 | 75'000 | 598'670 | 75'000 | 56'043 CHF | 7'774 CHF | 99.17% | 99.17% |
11.11.2024 | 7.51% | 0.14 CHF | 0.15 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 57'774 CHF | 10'379 CHF | 99.17% | 99.17% |
08.11.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 56'317 CHF | 10'136 CHF | 99.17% | 99.17% |
07.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 76'335 CHF | 13'473 CHF | 98.26% | 98.26% |