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 | 14.73% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 38'512 CHF | 14'837 CHF | 99.38% | 99.38% |
19.11.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 39'905 CHF | 15'302 CHF | 99.37% | 99.37% |
18.11.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 38'392 CHF | 14'797 CHF | 99.22% | 99.22% |
15.11.2024 | 11.43% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 50'043 CHF | 18'681 CHF | 99.37% | 99.37% |
14.11.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 50'993 CHF | 18'998 CHF | 99.38% | 99.38% |
13.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 48'043 CHF | 18'014 CHF | 99.37% | 99.37% |
12.11.2024 | 10.79% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 52'710 CHF | 19'570 CHF | 99.37% | 99.37% |
11.11.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 62'078 CHF | 22'693 CHF | 99.37% | 99.37% |
08.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 60'154 CHF | 22'051 CHF | 99.38% | 99.38% |
07.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 65'933 CHF | 23'978 CHF | 99.28% | 99.28% |