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 | 200'000 | 250'000 | 177'400 | 10'000 CHF | 8'870 CHF | 99.37% | 99.37% |
19.11.2024 | 21.92% | 0.04 CHF | 0.05 CHF | 250'000 | 150'000 | 250'000 | 179'477 | 10'189 CHF | 9'087 CHF | 99.38% | 99.38% |
18.11.2024 | 18.49% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'307 CHF | 8'884 CHF | 99.37% | 99.37% |
15.11.2024 | 17.08% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 13'483 CHF | 9'590 CHF | 99.36% | 99.36% |
14.11.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 14'635 CHF | 10'281 CHF | 99.38% | 99.38% |
13.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'506 CHF | 9'004 CHF | 99.38% | 99.38% |
12.11.2024 | 17.82% | 0.05 CHF | 0.06 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 12'823 CHF | 9'194 CHF | 99.15% | 99.15% |
11.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 15'000 CHF | 10'500 CHF | 99.38% | 99.38% |
08.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 15'000 CHF | 10'500 CHF | 99.37% | 99.37% |
07.11.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 250'000 | 150'000 | 250'000 | 150'000 | 16'844 CHF | 11'607 CHF | 96.22% | 96.22% |