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 | 13.76% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 101'898 CHF | 19'483 CHF | 99.37% | 99.37% |
19.11.2024 | 14.64% | 0.07 CHF | 0.08 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 95'421 CHF | 18'404 CHF | 99.37% | 99.37% |
18.11.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 121'000 CHF | 22'667 CHF | 99.22% | 99.22% |
15.11.2024 | 9.18% | 0.09 CHF | 0.10 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 156'736 CHF | 28'623 CHF | 99.37% | 99.37% |
14.11.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 196'697 CHF | 35'283 CHF | 99.36% | 99.36% |
13.11.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 199'590 CHF | 35'765 CHF | 99.36% | 99.36% |
12.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 240'201 CHF | 42'534 CHF | 99.37% | 99.37% |
11.11.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 269'085 CHF | 47'347 CHF | 99.37% | 99.37% |
08.11.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 236'929 CHF | 41'988 CHF | 99.37% | 99.37% |
07.11.2024 | 7.03% | 0.15 CHF | 0.16 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 207'556 CHF | 37'093 CHF | 99.28% | 99.28% |