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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 23.83% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'118 CHF | 11'873 CHF | 99.16% | 99.16% |
20.11.2024 | 18.07% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'868 CHF | 15'123 CHF | 99.17% | 99.17% |
19.11.2024 | 13.53% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 692'328 | 230'776 | 48'075 CHF | 18'333 CHF | 99.17% | 99.17% |
18.11.2024 | 19.40% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'443 CHF | 14'315 CHF | 99.22% | 99.22% |
15.11.2024 | 21.62% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 31'114 CHF | 12'871 CHF | 99.16% | 99.16% |
14.11.2024 | 19.33% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'596 CHF | 14'366 CHF | 99.15% | 99.15% |
13.11.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 52'761 CHF | 19'587 CHF | 99.16% | 99.16% |
12.11.2024 | 13.48% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 726'142 | 242'047 | 50'346 CHF | 19'202 CHF | 99.16% | 99.16% |
11.11.2024 | 13.18% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'256 CHF | 20'252 CHF | 99.17% | 99.17% |
08.11.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 56'972 CHF | 20'991 CHF | 99.16% | 99.16% |