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 | 14.19% | 0.06 CHF | 0.07 CHF | 800'000 | 100'000 | 800'000 | 100'000 | 52'705 CHF | 7'588 CHF | 99.17% | 99.17% |
19.11.2024 | 14.68% | 0.07 CHF | 0.08 CHF | 800'000 | 100'000 | 800'000 | 115'456 | 50'805 CHF | 8'432 CHF | 99.17% | 99.17% |
18.11.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 800'000 | 100'000 | 800'000 | 105'149 | 60'755 CHF | 8'955 CHF | 99.22% | 99.22% |
15.11.2024 | 12.31% | 0.09 CHF | 0.10 CHF | 800'000 | 100'000 | 800'000 | 100'000 | 61'412 CHF | 8'676 CHF | 99.16% | 99.16% |
14.11.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 800'000 | 100'000 | 800'000 | 109'919 | 58'851 CHF | 9'139 CHF | 99.15% | 99.15% |
13.11.2024 | 14.35% | 0.06 CHF | 0.07 CHF | 800'000 | 150'000 | 800'000 | 149'031 | 52'036 CHF | 11'179 CHF | 99.16% | 99.16% |
12.11.2024 | 15.78% | 0.05 CHF | 0.06 CHF | 800'000 | 150'000 | 800'000 | 150'000 | 47'016 CHF | 10'316 CHF | 99.16% | 99.16% |
11.11.2024 | 10.49% | 0.08 CHF | 0.09 CHF | 800'000 | 100'000 | 800'000 | 100'000 | 72'748 CHF | 10'094 CHF | 99.16% | 99.16% |
08.11.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 800'000 | 100'000 | 800'000 | 100'000 | 68'450 CHF | 9'556 CHF | 99.16% | 99.16% |
07.11.2024 | 10.79% | 0.08 CHF | 0.09 CHF | 800'000 | 100'000 | 800'000 | 100'000 | 70'315 CHF | 9'789 CHF | 98.19% | 98.19% |