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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 37'591 CHF | 4'509 CHF | 99.16% | 99.16% |
20.11.2024 | 16.89% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 40'976 CHF | 4'848 CHF | 99.17% | 99.17% |
19.11.2024 | 20.57% | 0.04 CHF | 0.05 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 33'324 CHF | 4'082 CHF | 99.16% | 99.16% |
18.11.2024 | 14.20% | 0.06 CHF | 0.07 CHF | 750'000 | 75'000 | 710'102 | 75'000 | 46'614 CHF | 5'724 CHF | 99.23% | 99.23% |
15.11.2024 | 8.33% | 0.10 CHF | 0.11 CHF | 600'000 | 75'000 | 479'820 | 75'000 | 55'186 CHF | 9'449 CHF | 99.17% | 99.17% |
14.11.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 70'371 CHF | 12'479 CHF | 99.16% | 99.16% |
13.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 75'270 CHF | 13'295 CHF | 99.16% | 99.16% |
12.11.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 79'505 CHF | 14'001 CHF | 99.16% | 99.16% |
11.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 80'980 CHF | 14'247 CHF | 99.17% | 99.17% |
08.11.2024 | 4.74% | 0.18 CHF | 0.19 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 92'744 CHF | 16'207 CHF | 99.16% | 99.16% |