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 | 25.71% | 0.04 CHF | 0.05 CHF | 525'000 | 250'000 | 465'689 | 250'000 | 15'772 CHF | 11'012 CHF | 99.97% | 99.97% |
19.11.2024 | 25.16% | 0.04 CHF | 0.05 CHF | 425'000 | 250'000 | 467'336 | 250'000 | 16'238 CHF | 11'195 CHF | 99.78% | 99.78% |
18.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 450'000 | 250'000 | 452'083 | 250'000 | 15'823 CHF | 11'250 CHF | 99.90% | 99.90% |
15.11.2024 | 22.54% | 0.04 CHF | 0.05 CHF | 375'000 | 250'000 | 385'538 | 250'000 | 15'188 CHF | 12'355 CHF | 100.00% | 100.00% |
14.11.2024 | 21.19% | 0.04 CHF | 0.05 CHF | 350'000 | 250'000 | 338'069 | 250'000 | 14'281 CHF | 13'081 CHF | 99.54% | 99.54% |
13.11.2024 | 20.86% | 0.04 CHF | 0.05 CHF | 375'000 | 250'000 | 328'058 | 250'412 | 14'072 CHF | 13'295 CHF | 99.96% | 99.96% |
12.11.2024 | 17.82% | 0.05 CHF | 0.06 CHF | 275'000 | 275'000 | 261'702 | 260'649 | 13'391 CHF | 15'945 CHF | 99.82% | 99.82% |
11.11.2024 | 15.99% | 0.06 CHF | 0.07 CHF | 225'000 | 225'000 | 223'843 | 223'844 | 12'887 CHF | 15'126 CHF | 99.82% | 99.82% |
08.11.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 225'000 | 225'000 | 227'479 | 227'481 | 13'106 CHF | 15'381 CHF | 99.80% | 99.80% |
07.11.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 181'287 | 181'288 | 12'604 CHF | 14'417 CHF | 99.89% | 99.89% |