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 | 17.96% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 38'096 CHF | 15'199 CHF | 99.38% | 99.38% |
19.11.2024 | 18.06% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'838 CHF | 15'113 CHF | 99.37% | 99.37% |
18.11.2024 | 15.78% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 44'276 CHF | 17'259 CHF | 99.37% | 99.37% |
15.11.2024 | 12.35% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 57'221 CHF | 21'574 CHF | 99.34% | 99.34% |
14.11.2024 | 10.19% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 69'989 CHF | 25'830 CHF | 99.37% | 99.37% |
13.11.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 65'944 CHF | 24'481 CHF | 99.38% | 99.38% |
12.11.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 65'215 CHF | 24'238 CHF | 99.15% | 99.15% |
11.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'546 CHF | 25'015 CHF | 99.13% | 99.13% |
08.11.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'835 CHF | 25'445 CHF | 99.38% | 99.38% |
07.11.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'268 CHF | 26'923 CHF | 98.56% | 98.56% |