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 | 14.91% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 93'453 CHF | 18'075 CHF | 99.22% | 99.22% |
15.11.2024 | 12.07% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 117'108 CHF | 22'018 CHF | 99.37% | 99.37% |
14.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 148'143 CHF | 27'191 CHF | 99.38% | 99.38% |
13.11.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 150'777 CHF | 27'630 CHF | 99.37% | 99.37% |
12.11.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 178'791 CHF | 32'299 CHF | 99.37% | 99.37% |
11.11.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 1'500'000 | 250'000 | 1'499'980 | 250'000 | 202'818 CHF | 36'303 CHF | 99.37% | 99.37% |
08.11.2024 | 8.54% | 0.12 CHF | 0.13 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 168'397 CHF | 30'566 CHF | 99.37% | 99.37% |
07.11.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 1'500'000 | 250'000 | 1'500'000 | 249'978 | 153'841 CHF | 28'138 CHF | 99.29% | 99.29% |