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 | 17.80% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 77'041 CHF | 15'340 CHF | 99.38% | 99.38% |
19.11.2024 | 17.54% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 78'462 CHF | 15'577 CHF | 99.37% | 99.37% |
18.11.2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 91'500 CHF | 17'750 CHF | 99.23% | 99.23% |
15.11.2024 | 12.16% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 116'336 CHF | 21'889 CHF | 99.37% | 99.37% |
14.11.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 139'620 CHF | 25'770 CHF | 99.38% | 99.38% |
13.11.2024 | 10.37% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 137'314 CHF | 25'386 CHF | 99.38% | 99.38% |
12.11.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 163'910 CHF | 29'818 CHF | 99.37% | 99.37% |
11.11.2024 | 7.92% | 0.12 CHF | 0.13 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 182'016 CHF | 32'836 CHF | 99.38% | 99.38% |
08.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 156'933 CHF | 28'656 CHF | 99.38% | 99.38% |
07.11.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 148'977 CHF | 27'330 CHF | 99.30% | 99.30% |