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 | 18.80% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 36'392 CHF | 14'631 CHF | 99.38% | 99.38% |
19.11.2024 | 18.60% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 36'725 CHF | 14'742 CHF | 99.37% | 99.37% |
18.11.2024 | 16.78% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 41'550 CHF | 16'350 CHF | 99.37% | 99.37% |
15.11.2024 | 14.13% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 49'605 CHF | 19'035 CHF | 99.34% | 99.34% |
14.11.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 59'747 CHF | 22'416 CHF | 99.37% | 99.37% |
13.11.2024 | 12.84% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 54'880 CHF | 20'793 CHF | 99.38% | 99.38% |
12.11.2024 | 13.11% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'661 CHF | 20'387 CHF | 99.15% | 99.15% |
11.11.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 57'103 CHF | 21'534 CHF | 99.13% | 99.13% |
08.11.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 59'376 CHF | 22'292 CHF | 99.38% | 99.38% |
07.11.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'165 CHF | 22'555 CHF | 98.56% | 98.56% |