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 | 12.08% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 639'155 | 350'982 | 49'737 CHF | 31'077 CHF | 99.48% | 99.48% |
19.11.2024 | 11.91% | 0.08 CHF | 0.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 19'816 CHF | 22'316 CHF | 98.91% | 98.91% |
18.11.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'937 CHF | 25'437 CHF | 99.34% | 99.34% |
15.11.2024 | 9.49% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 25'135 CHF | 27'635 CHF | 99.49% | 99.49% |
14.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 22'498 CHF | 24'998 CHF | 98.79% | 98.79% |
13.11.2024 | 10.21% | 0.09 CHF | 0.10 CHF | 250'000 | 250'000 | 223'080 | 223'080 | 20'876 CHF | 23'106 CHF | 99.31% | 99.31% |
12.11.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 11'659 CHF | 12'909 CHF | 98.76% | 98.76% |
11.11.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 125'000 | 125'000 | 122'057 | 122'057 | 11'229 CHF | 12'449 CHF | 99.31% | 99.31% |