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 | 12.12% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 58'355 CHF | 21'952 CHF | 99.37% | 99.37% |
19.11.2024 | 12.56% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 56'216 CHF | 21'239 CHF | 99.38% | 99.38% |
18.11.2024 | 11.02% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 64'982 CHF | 24'161 CHF | 99.37% | 99.37% |
15.11.2024 | 9.07% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 79'230 CHF | 28'910 CHF | 99.35% | 99.35% |
14.11.2024 | 7.80% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'489 CHF | 33'330 CHF | 99.37% | 99.37% |
13.11.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'607 CHF | 32'036 CHF | 99.38% | 99.38% |
12.11.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 748'957 | 249'652 | 86'876 CHF | 31'455 CHF | 99.15% | 99.15% |
11.11.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'831 CHF | 32'777 CHF | 99.13% | 99.13% |
08.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 743'864 | 247'955 | 91'209 CHF | 32'883 CHF | 99.38% | 99.38% |
07.11.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 697'932 | 232'644 | 89'119 CHF | 32'033 CHF | 98.56% | 98.56% |