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 | 30.33% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'392 CHF | 9'631 CHF | 99.37% | 99.37% |
19.11.2024 | 29.76% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'718 CHF | 9'739 CHF | 99.37% | 99.37% |
18.11.2024 | 25.90% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 26'179 CHF | 11'226 CHF | 99.37% | 99.37% |
15.11.2024 | 19.28% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'459 CHF | 14'320 CHF | 99.34% | 99.34% |
14.11.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 46'228 CHF | 17'909 CHF | 99.37% | 99.37% |
13.11.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 43'607 CHF | 17'036 CHF | 99.38% | 99.38% |
12.11.2024 | 16.04% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 43'350 CHF | 16'950 CHF | 99.15% | 99.15% |
11.11.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'050 CHF | 17'517 CHF | 99.13% | 99.13% |
08.11.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 47'007 CHF | 18'169 CHF | 99.38% | 99.38% |
07.11.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'913 CHF | 19'471 CHF | 98.56% | 98.56% |