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 | 29.87% | 0.02 CHF | 0.03 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 21'725 CHF | 2'922 CHF | 99.38% | 99.38% |
19.11.2024 | 27.54% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 23'713 CHF | 3'121 CHF | 99.37% | 99.37% |
18.11.2024 | 31.59% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 20'517 CHF | 2'802 CHF | 99.37% | 99.37% |
15.11.2024 | 23.72% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 28'228 CHF | 3'573 CHF | 99.35% | 99.35% |
14.11.2024 | 18.55% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 36'822 CHF | 4'432 CHF | 99.38% | 99.38% |
13.11.2024 | 26.11% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 25'439 CHF | 3'294 CHF | 99.38% | 99.38% |
12.11.2024 | 16.13% | 0.04 CHF | 0.05 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 43'114 CHF | 5'061 CHF | 99.16% | 99.16% |
11.11.2024 | 15.76% | 0.07 CHF | 0.08 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 44'007 CHF | 5'151 CHF | 99.38% | 99.38% |
08.11.2024 | 15.59% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 44'648 CHF | 5'215 CHF | 99.38% | 99.38% |
07.11.2024 | 10.39% | 0.08 CHF | 0.09 CHF | 750'000 | 75'000 | 436'096 | 75'000 | 39'534 CHF | 7'621 CHF | 98.58% | 98.58% |