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 | 17.11% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 80'747 CHF | 12'766 CHF | 99.38% | 99.38% |
19.11.2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'633 CHF | 13'151 CHF | 99.37% | 99.37% |
18.11.2024 | 18.85% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'504 CHF | 11'667 CHF | 99.22% | 99.22% |
15.11.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'077 CHF | 11'610 CHF | 98.96% | 98.96% |
14.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 75'000 CHF | 12'000 CHF | 99.37% | 99.37% |
13.11.2024 | 23.67% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 56'846 CHF | 9'579 CHF | 99.37% | 99.37% |
12.11.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 89'359 CHF | 13'915 CHF | 99.38% | 99.38% |
11.11.2024 | 16.42% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 84'455 CHF | 13'261 CHF | 99.37% | 99.37% |
08.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 74'995 CHF | 11'999 CHF | 99.37% | 99.37% |
07.11.2024 | 20.90% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 64'893 CHF | 10'653 CHF | 99.29% | 99.29% |