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 | 36.85% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'067 CHF | 8'189 CHF | 98.83% | 98.83% |
19.11.2024 | 32.01% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 20'245 CHF | 9'248 CHF | 99.17% | 99.17% |
18.11.2024 | 31.33% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'109 CHF | 9'536 CHF | 99.22% | 99.22% |
15.11.2024 | 26.50% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'947 CHF | 10'816 CHF | 99.16% | 99.16% |
14.11.2024 | 27.38% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 23'924 CHF | 10'475 CHF | 99.15% | 99.15% |
13.11.2024 | 27.23% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'103 CHF | 10'535 CHF | 98.95% | 98.95% |
12.11.2024 | 23.90% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 28'015 CHF | 11'838 CHF | 99.16% | 99.16% |
11.11.2024 | 22.17% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 30'479 CHF | 12'660 CHF | 99.17% | 99.17% |
08.11.2024 | 21.38% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 31'560 CHF | 13'020 CHF | 99.16% | 99.16% |
07.11.2024 | 19.57% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 34'917 CHF | 14'139 CHF | 97.77% | 97.77% |