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 | 22.12% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 60'389 CHF | 7'539 CHF | 99.38% | 99.38% |
19.11.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 76'043 CHF | 9'104 CHF | 99.38% | 99.38% |
18.11.2024 | 20.55% | 0.03 CHF | 0.04 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 66'392 CHF | 8'139 CHF | 99.26% | 99.26% |
15.11.2024 | 16.03% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 86'870 CHF | 10'187 CHF | 99.38% | 99.38% |
14.11.2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 104'184 CHF | 11'918 CHF | 99.37% | 99.37% |
13.11.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 123'252 CHF | 13'825 CHF | 99.38% | 99.38% |
12.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 109'939 CHF | 12'494 CHF | 99.38% | 99.38% |
11.11.2024 | 12.43% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 113'645 CHF | 12'865 CHF | 99.38% | 99.38% |
08.11.2024 | 12.79% | 0.06 CHF | 0.07 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 110'448 CHF | 12'545 CHF | 99.38% | 99.38% |
07.11.2024 | 11.17% | 0.08 CHF | 0.09 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 127'241 CHF | 14'224 CHF | 98.38% | 98.38% |