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 | 16.91% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 40'978 CHF | 16'159 CHF | 99.17% | 99.17% |
19.11.2024 | 19.33% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'618 CHF | 14'373 CHF | 99.16% | 99.16% |
18.11.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 43'808 CHF | 17'103 CHF | 99.23% | 99.23% |
15.11.2024 | 11.99% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'913 CHF | 22'138 CHF | 99.17% | 99.17% |
14.11.2024 | 9.13% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 78'531 CHF | 28'677 CHF | 99.16% | 99.16% |
13.11.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 79'097 CHF | 28'866 CHF | 99.16% | 99.16% |
12.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 82'236 CHF | 29'912 CHF | 99.16% | 99.16% |
11.11.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'628 CHF | 34'709 CHF | 99.16% | 99.16% |
08.11.2024 | 8.19% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'916 CHF | 31'805 CHF | 99.16% | 99.16% |
07.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 89'045 CHF | 32'182 CHF | 98.26% | 98.26% |