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 | 20.99% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 32'290 CHF | 13'264 CHF | 99.17% | 99.17% |
19.11.2024 | 20.74% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 32'745 CHF | 13'415 CHF | 99.17% | 99.17% |
18.11.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'470 CHF | 14'990 CHF | 99.23% | 99.23% |
15.11.2024 | 13.45% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'331 CHF | 19'944 CHF | 99.17% | 99.17% |
14.11.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 70'576 CHF | 26'025 CHF | 99.16% | 99.16% |
13.11.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 76'176 CHF | 27'892 CHF | 99.16% | 99.16% |
12.11.2024 | 7.43% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'284 CHF | 34'928 CHF | 99.16% | 99.16% |
11.11.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 702'252 | 234'084 | 100'675 CHF | 35'899 CHF | 99.17% | 99.17% |
08.11.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'389 CHF | 35'296 CHF | 99.17% | 99.17% |
07.11.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'339 CHF | 35'280 CHF | 98.27% | 98.27% |