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 | 16.27% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 26'317 CHF | 10'272 CHF | 98.68% | 98.68% |
19.11.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 22'552 CHF | 9'017 CHF | 99.38% | 99.38% |
18.11.2024 | 20.89% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 19'480 CHF | 7'993 CHF | 99.26% | 99.26% |
15.11.2024 | 16.91% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 24'857 CHF | 9'786 CHF | 99.38% | 99.38% |
14.11.2024 | 15.63% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 26'660 CHF | 10'387 CHF | 99.37% | 99.37% |
13.11.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 32'372 CHF | 12'291 CHF | 99.37% | 99.37% |
12.11.2024 | 13.44% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 31'264 CHF | 11'921 CHF | 99.38% | 99.38% |
11.11.2024 | 15.27% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 27'565 CHF | 10'688 CHF | 99.38% | 99.38% |
08.11.2024 | 10.91% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 39'288 CHF | 14'596 CHF | 99.38% | 99.38% |
07.11.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 31'011 CHF | 11'837 CHF | 98.38% | 98.38% |