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 | 18.08% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'595 CHF | 9'057 CHF | 99.38% | 99.38% |
19.11.2024 | 17.72% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 146'203 | 12'909 CHF | 8'980 CHF | 99.38% | 99.38% |
18.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 250'000 | 100'000 | 250'000 | 100'479 | 15'000 CHF | 7'034 CHF | 99.37% | 99.37% |
15.11.2024 | 12.87% | 0.06 CHF | 0.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 18'275 CHF | 8'310 CHF | 99.36% | 99.36% |
14.11.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 18'699 CHF | 8'480 CHF | 99.38% | 99.38% |
13.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 17'487 CHF | 7'995 CHF | 99.38% | 99.38% |
12.11.2024 | 13.41% | 0.07 CHF | 0.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 17'415 CHF | 7'966 CHF | 99.15% | 99.15% |
11.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 20'011 CHF | 9'005 CHF | 99.38% | 99.38% |
08.11.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 19'681 CHF | 8'872 CHF | 99.37% | 99.37% |
07.11.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 22'257 CHF | 9'903 CHF | 96.22% | 96.22% |