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 | 22.05% | 0.04 CHF | 0.05 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 30'328 CHF | 5'044 CHF | 99.17% | 99.17% |
19.11.2024 | 19.12% | 0.04 CHF | 0.05 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 35'813 CHF | 5'775 CHF | 99.17% | 99.17% |
18.11.2024 | 18.13% | 0.06 CHF | 0.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 37'835 CHF | 6'045 CHF | 99.23% | 99.23% |
15.11.2024 | 16.61% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 41'713 CHF | 6'562 CHF | 99.17% | 99.17% |
14.11.2024 | 16.66% | 0.06 CHF | 0.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 41'599 CHF | 6'547 CHF | 99.15% | 99.15% |
13.11.2024 | 17.27% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 39'945 CHF | 6'326 CHF | 99.16% | 99.16% |
12.11.2024 | 16.05% | 0.05 CHF | 0.06 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 43'217 CHF | 6'762 CHF | 99.17% | 99.17% |
11.11.2024 | 12.77% | 0.08 CHF | 0.09 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 55'215 CHF | 8'362 CHF | 99.17% | 99.17% |
08.11.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 53'191 CHF | 8'092 CHF | 99.17% | 99.17% |
07.11.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 600'000 | 100'000 | 665'239 | 100'000 | 58'150 CHF | 9'786 CHF | 98.26% | 98.26% |