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 | 13.82% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'737 CHF | 19'412 CHF | 99.37% | 99.37% |
19.11.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'503 CHF | 19'334 CHF | 99.38% | 99.38% |
18.11.2024 | 12.54% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 56'588 CHF | 21'363 CHF | 99.37% | 99.37% |
15.11.2024 | 10.72% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 66'330 CHF | 24'610 CHF | 99.34% | 99.34% |
14.11.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 76'188 CHF | 27'896 CHF | 99.37% | 99.37% |
13.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 74'999 CHF | 27'500 CHF | 99.38% | 99.38% |
12.11.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 71'864 CHF | 26'455 CHF | 99.16% | 99.16% |
11.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 74'795 CHF | 27'432 CHF | 99.13% | 99.13% |
08.11.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'299 CHF | 27'600 CHF | 99.38% | 99.38% |
07.11.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 77'603 CHF | 28'368 CHF | 98.56% | 98.56% |