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 | 14.01% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'028 CHF | 19'176 CHF | 99.38% | 99.38% |
19.11.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 41'711 CHF | 16'404 CHF | 99.37% | 99.37% |
18.11.2024 | 15.91% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 43'581 CHF | 17'027 CHF | 99.38% | 99.38% |
15.11.2024 | 16.52% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 41'954 CHF | 16'485 CHF | 99.36% | 99.36% |
14.11.2024 | 17.03% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 40'598 CHF | 16'033 CHF | 99.38% | 99.38% |
13.11.2024 | 19.20% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'603 CHF | 14'368 CHF | 99.37% | 99.37% |
12.11.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'805 CHF | 17'768 CHF | 99.16% | 99.16% |
11.11.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 747'870 | 249'290 | 59'706 CHF | 22'395 CHF | 99.38% | 99.38% |
08.11.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 59'833 CHF | 22'444 CHF | 99.38% | 99.38% |
07.11.2024 | 10.66% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 643'730 | 214'577 | 57'254 CHF | 21'231 CHF | 98.58% | 98.58% |