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 | 22.22% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 10'000 CHF | 7'500 CHF | 99.38% | 99.38% |
19.11.2024 | 21.59% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 144'321 | 10'390 CHF | 7'394 CHF | 99.38% | 99.38% |
18.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 12'500 CHF | 6'000 CHF | 99.38% | 99.38% |
15.11.2024 | 14.70% | 0.05 CHF | 0.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 15'857 CHF | 7'343 CHF | 99.36% | 99.36% |
14.11.2024 | 14.40% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 16'199 CHF | 7'480 CHF | 99.38% | 99.38% |
13.11.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 14'837 CHF | 6'935 CHF | 99.38% | 99.38% |
12.11.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 14'847 CHF | 6'939 CHF | 99.15% | 99.15% |
11.11.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 99'887 | 17'573 CHF | 8'019 CHF | 99.38% | 99.38% |
08.11.2024 | 13.47% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 17'338 CHF | 7'935 CHF | 99.37% | 99.37% |
07.11.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 250'000 | 75'000 | 250'000 | 77'457 | 19'784 CHF | 6'885 CHF | 96.22% | 96.22% |