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 | 18.37% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 74'580 CHF | 11'944 CHF | 99.37% | 99.37% |
19.11.2024 | 16.77% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 83'127 CHF | 13'084 CHF | 99.37% | 99.37% |
18.11.2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 72'244 CHF | 11'633 CHF | 99.22% | 99.22% |
15.11.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 62'833 CHF | 10'378 CHF | 98.94% | 98.94% |
14.11.2024 | 17.36% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 79'548 CHF | 12'606 CHF | 99.38% | 99.38% |
13.11.2024 | 16.13% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 86'017 CHF | 13'469 CHF | 99.38% | 99.38% |
12.11.2024 | 16.07% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 86'351 CHF | 13'513 CHF | 99.38% | 99.38% |
11.11.2024 | 17.30% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 79'714 CHF | 12'629 CHF | 99.38% | 99.38% |
08.11.2024 | 15.21% | 0.05 CHF | 0.06 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 91'383 CHF | 14'184 CHF | 99.37% | 99.37% |
07.11.2024 | 14.72% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 94'847 CHF | 14'646 CHF | 99.29% | 99.29% |