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 | 19.36% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 70'615 CHF | 14'269 CHF | 99.38% | 99.38% |
19.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'021 CHF | 12'504 CHF | 99.38% | 99.38% |
18.11.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 60'540 CHF | 12'590 CHF | 99.38% | 99.38% |
15.11.2024 | 20.85% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 65'078 CHF | 13'346 CHF | 99.36% | 99.36% |
14.11.2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 58'193 CHF | 12'199 CHF | 99.38% | 99.38% |
13.11.2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 52'512 CHF | 11'252 CHF | 99.37% | 99.37% |
12.11.2024 | 19.31% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 70'794 CHF | 14'299 CHF | 99.15% | 99.15% |
11.11.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 90'348 CHF | 17'558 CHF | 99.38% | 99.38% |
08.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 90'000 CHF | 17'500 CHF | 99.38% | 99.38% |
07.11.2024 | 14.20% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 98'892 CHF | 18'982 CHF | 98.58% | 98.58% |