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 | 17.51% | 0.05 CHF | 0.06 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 15'654 CHF | 4'663 CHF | 99.37% | 99.37% |
19.11.2024 | 19.73% | 0.05 CHF | 0.06 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 13'762 CHF | 4'191 CHF | 99.37% | 99.37% |
18.11.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 18'326 CHF | 5'331 CHF | 99.23% | 99.23% |
15.11.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 23'778 CHF | 6'694 CHF | 99.38% | 99.38% |
14.11.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 26'452 CHF | 7'363 CHF | 99.38% | 99.38% |
13.11.2024 | 12.81% | 0.08 CHF | 0.09 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 21'980 CHF | 6'245 CHF | 99.37% | 99.37% |
12.11.2024 | 11.63% | 0.07 CHF | 0.08 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 121'666 CHF | 6'833 CHF | 99.37% | 99.37% |
11.11.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 140'707 CHF | 7'785 CHF | 99.37% | 99.37% |
08.11.2024 | 10.60% | 0.10 CHF | 0.11 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 134'222 CHF | 7'461 CHF | 99.37% | 99.37% |
07.11.2024 | 9.22% | 0.10 CHF | 0.11 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 155'284 CHF | 8'514 CHF | 99.29% | 99.29% |