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 | 16.42% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 84'442 CHF | 13'259 CHF | 99.38% | 99.38% |
19.11.2024 | 16.32% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 85'423 CHF | 13'390 CHF | 99.37% | 99.37% |
18.11.2024 | 13.95% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 100'558 CHF | 15'408 CHF | 99.23% | 99.23% |
15.11.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 132'031 CHF | 19'604 CHF | 98.94% | 98.94% |
14.11.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 122'183 CHF | 18'291 CHF | 99.37% | 99.37% |
13.11.2024 | 10.60% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 135'366 CHF | 20'049 CHF | 99.37% | 99.37% |
12.11.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 142'155 CHF | 20'954 CHF | 99.37% | 99.37% |
11.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 166'801 CHF | 24'240 CHF | 99.38% | 99.38% |
08.11.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 158'690 CHF | 23'159 CHF | 99.36% | 99.36% |
07.11.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 171'479 CHF | 24'864 CHF | 99.28% | 99.28% |