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 | 29.75% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'497 CHF | 9'666 CHF | 99.16% | 99.16% |
20.11.2024 | 25.63% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 25'674 CHF | 11'058 CHF | 99.17% | 99.17% |
19.11.2024 | 32.49% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 19'753 CHF | 9'084 CHF | 99.16% | 99.16% |
18.11.2024 | 20.62% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 732'150 | 244'050 | 32'197 CHF | 13'173 CHF | 99.23% | 99.23% |
15.11.2024 | 10.79% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 465'787 | 155'262 | 41'128 CHF | 15'262 CHF | 99.17% | 99.17% |
14.11.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 433'493 | 144'498 | 56'901 CHF | 20'412 CHF | 99.15% | 99.15% |
13.11.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 43'712 CHF | 15'571 CHF | 99.16% | 99.16% |
12.11.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'655 CHF | 16'885 CHF | 99.16% | 99.16% |
11.11.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 50'007 CHF | 17'669 CHF | 99.17% | 99.17% |
08.11.2024 | 4.92% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 59'619 CHF | 20'873 CHF | 99.17% | 99.17% |