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 | 23.59% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'390 CHF | 11'963 CHF | 99.17% | 99.17% |
19.11.2024 | 26.96% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'403 CHF | 10'634 CHF | 99.16% | 99.16% |
18.11.2024 | 21.91% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 30'580 CHF | 12'693 CHF | 98.77% | 98.77% |
15.11.2024 | 20.89% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 32'513 CHF | 13'338 CHF | 99.16% | 99.16% |
14.11.2024 | 15.95% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 43'490 CHF | 16'997 CHF | 99.16% | 99.16% |
13.11.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 39'234 CHF | 15'578 CHF | 98.93% | 98.93% |
12.11.2024 | 13.44% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'506 CHF | 20'002 CHF | 99.16% | 99.16% |
11.11.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 62'338 CHF | 23'280 CHF | 99.16% | 99.16% |
08.11.2024 | 13.79% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'817 CHF | 19'439 CHF | 99.16% | 99.16% |
07.11.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'498 CHF | 19'333 CHF | 98.26% | 98.26% |