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 | 16.41% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 42'248 CHF | 4'975 CHF | 99.17% | 99.17% |
19.11.2024 | 17.62% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 39'010 CHF | 4'651 CHF | 99.16% | 99.16% |
18.11.2024 | 13.86% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 50'729 CHF | 5'823 CHF | 98.77% | 98.77% |
15.11.2024 | 12.75% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 55'419 CHF | 6'292 CHF | 99.17% | 99.17% |
14.11.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 73'487 CHF | 8'099 CHF | 99.16% | 99.16% |
13.11.2024 | 10.30% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 69'215 CHF | 7'672 CHF | 98.93% | 98.93% |
12.11.2024 | 7.76% | 0.10 CHF | 0.11 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 94'388 CHF | 10'189 CHF | 99.16% | 99.16% |
11.11.2024 | 6.35% | 0.17 CHF | 0.18 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 114'581 CHF | 12'208 CHF | 99.16% | 99.16% |
08.11.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 88'345 CHF | 9'584 CHF | 99.16% | 99.16% |
07.11.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 87'831 CHF | 9'533 CHF | 98.26% | 98.26% |