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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 14.57% | 0.06 CHF | 0.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 28'701 CHF | 11'067 CHF | 99.16% | 99.16% |
20.11.2024 | 17.14% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 25'355 CHF | 9'952 CHF | 98.68% | 98.68% |
19.11.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 32'664 CHF | 12'388 CHF | 99.38% | 99.38% |
18.11.2024 | 11.28% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 37'925 CHF | 14'142 CHF | 99.25% | 99.25% |
15.11.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 40'600 CHF | 15'034 CHF | 99.38% | 99.38% |
14.11.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 42'221 CHF | 15'574 CHF | 99.38% | 99.38% |
13.11.2024 | 13.35% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 31'536 CHF | 12'012 CHF | 99.38% | 99.38% |
12.11.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 37'122 CHF | 13'874 CHF | 99.38% | 99.38% |
11.11.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 40'456 CHF | 14'986 CHF | 99.38% | 99.38% |
08.11.2024 | 13.01% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 32'544 CHF | 12'348 CHF | 99.38% | 99.38% |