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 | 23.82% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'109 CHF | 11'870 CHF | 99.38% | 99.38% |
19.11.2024 | 26.24% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 25'249 CHF | 10'917 CHF | 99.38% | 99.38% |
18.11.2024 | 22.56% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 30'089 CHF | 12'530 CHF | 99.37% | 99.37% |
15.11.2024 | 16.98% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 40'739 CHF | 16'080 CHF | 99.34% | 99.34% |
14.11.2024 | 13.71% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 51'141 CHF | 19'547 CHF | 99.37% | 99.37% |
13.11.2024 | 15.01% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 46'366 CHF | 17'955 CHF | 99.38% | 99.38% |
12.11.2024 | 15.63% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 44'567 CHF | 17'356 CHF | 99.15% | 99.15% |
11.11.2024 | 14.33% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 48'861 CHF | 18'787 CHF | 99.13% | 99.13% |
08.11.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 51'546 CHF | 19'682 CHF | 99.38% | 99.38% |
07.11.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'665 CHF | 20'055 CHF | 98.56% | 98.56% |