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 | 18.16% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'164 CHF | 12'022 CHF | 99.37% | 99.37% |
19.11.2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'362 CHF | 11'648 CHF | 99.37% | 99.37% |
18.11.2024 | 17.14% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 80'590 CHF | 12'745 CHF | 99.22% | 99.22% |
15.11.2024 | 16.15% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 85'872 CHF | 13'450 CHF | 98.94% | 98.94% |
14.11.2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'541 CHF | 13'139 CHF | 99.37% | 99.37% |
13.11.2024 | 16.80% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'133 CHF | 13'084 CHF | 99.37% | 99.37% |
12.11.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'757 CHF | 13'168 CHF | 99.37% | 99.37% |
11.11.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 92'299 CHF | 14'307 CHF | 99.38% | 99.38% |
08.11.2024 | 15.34% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 90'298 CHF | 14'040 CHF | 99.37% | 99.37% |
07.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 90'000 CHF | 14'000 CHF | 99.29% | 99.29% |