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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 13.87% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 101'079 CHF | 19'346 CHF | 98.74% | 98.74% |
25.11.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 105'432 CHF | 20'072 CHF | 98.82% | 98.82% |
22.11.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 92'555 CHF | 17'926 CHF | 99.30% | 99.30% |
20.11.2024 | 13.34% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 105'294 CHF | 20'049 CHF | 99.38% | 99.38% |
19.11.2024 | 15.05% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 92'428 CHF | 17'905 CHF | 99.37% | 99.37% |
18.11.2024 | 14.70% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 94'985 CHF | 18'331 CHF | 99.38% | 99.38% |
15.11.2024 | 14.60% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 95'726 CHF | 18'454 CHF | 99.37% | 99.37% |
14.11.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 88'634 CHF | 17'272 CHF | 99.38% | 99.38% |
13.11.2024 | 16.76% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 82'635 CHF | 16'273 CHF | 99.37% | 99.37% |
12.11.2024 | 13.35% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 104'967 CHF | 19'995 CHF | 99.15% | 99.15% |