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 | 14.04% | 0.06 CHF | 0.07 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 49'906 CHF | 9'568 CHF | 99.17% | 99.17% |
19.11.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 46'218 CHF | 8'953 CHF | 99.16% | 99.16% |
18.11.2024 | 13.21% | 0.07 CHF | 0.08 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 53'080 CHF | 10'097 CHF | 98.77% | 98.77% |
15.11.2024 | 12.81% | 0.09 CHF | 0.10 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 55'013 CHF | 10'419 CHF | 99.17% | 99.17% |
14.11.2024 | 10.63% | 0.08 CHF | 0.09 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 66'862 CHF | 12'394 CHF | 99.15% | 99.15% |
13.11.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 61'821 CHF | 11'554 CHF | 98.93% | 98.93% |
12.11.2024 | 9.36% | 0.09 CHF | 0.10 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 76'997 CHF | 14'083 CHF | 99.16% | 99.16% |
11.11.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 85'504 CHF | 15'501 CHF | 99.16% | 99.16% |
08.11.2024 | 9.66% | 0.09 CHF | 0.10 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 74'009 CHF | 13'585 CHF | 99.17% | 99.17% |
07.11.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 74'169 CHF | 13'611 CHF | 98.26% | 98.26% |