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 | 14.45% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 96'865 CHF | 14'915 CHF | 99.38% | 99.38% |
19.11.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 97'982 CHF | 15'064 CHF | 99.37% | 99.37% |
18.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 105'473 CHF | 16'063 CHF | 99.22% | 99.22% |
15.11.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 121'908 CHF | 18'254 CHF | 98.94% | 98.94% |
14.11.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 112'301 CHF | 16'973 CHF | 99.37% | 99.37% |
13.11.2024 | 11.67% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 121'583 CHF | 18'211 CHF | 99.38% | 99.38% |
12.11.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 122'356 CHF | 18'314 CHF | 99.37% | 99.37% |
11.11.2024 | 10.97% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 129'651 CHF | 19'287 CHF | 99.37% | 99.37% |
08.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 130'812 CHF | 19'442 CHF | 99.37% | 99.37% |
07.11.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 131'798 CHF | 19'573 CHF | 99.29% | 99.29% |