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 | 29.49% | 0.03 CHF | 0.04 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 21'895 CHF | 1'960 CHF | 98.83% | 98.83% |
19.11.2024 | 31.31% | 0.03 CHF | 0.04 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 20'704 CHF | 1'880 CHF | 99.17% | 99.17% |
18.11.2024 | 26.97% | 0.03 CHF | 0.04 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 24'390 CHF | 2'126 CHF | 99.22% | 99.22% |
15.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 30'000 CHF | 2'500 CHF | 99.16% | 99.16% |
14.11.2024 | 21.44% | 0.04 CHF | 0.05 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 31'443 CHF | 2'596 CHF | 99.15% | 99.15% |
13.11.2024 | 20.52% | 0.04 CHF | 0.05 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 33'151 CHF | 2'710 CHF | 98.96% | 98.96% |
12.11.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 39'165 CHF | 3'111 CHF | 99.16% | 99.16% |
11.11.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 59'451 CHF | 4'463 CHF | 99.17% | 99.17% |
08.11.2024 | 14.69% | 0.07 CHF | 0.08 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 47'551 CHF | 3'670 CHF | 99.17% | 99.17% |
07.11.2024 | 12.51% | 0.07 CHF | 0.08 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 56'439 CHF | 4'263 CHF | 97.78% | 97.78% |