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 | 17.73% | 0.05 CHF | 0.06 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 38'710 CHF | 7'702 CHF | 98.83% | 98.83% |
19.11.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 38'056 CHF | 7'593 CHF | 99.17% | 99.17% |
18.11.2024 | 18.76% | 0.06 CHF | 0.07 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 36'651 CHF | 7'358 CHF | 99.22% | 99.22% |
15.11.2024 | 17.01% | 0.05 CHF | 0.06 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 40'653 CHF | 8'025 CHF | 99.17% | 99.17% |
14.11.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 45'290 CHF | 8'798 CHF | 99.15% | 99.15% |
13.11.2024 | 15.20% | 0.06 CHF | 0.07 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 45'780 CHF | 8'880 CHF | 98.96% | 98.96% |
12.11.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 50'785 CHF | 9'714 CHF | 99.16% | 99.16% |
11.11.2024 | 12.98% | 0.08 CHF | 0.09 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 54'195 CHF | 10'283 CHF | 99.17% | 99.17% |
08.11.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 51'673 CHF | 9'862 CHF | 99.17% | 99.17% |
07.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 52'801 CHF | 10'050 CHF | 97.77% | 97.77% |