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 | 18.04% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 7'577 CHF | 9'077 CHF | 99.50% | 99.50% |
19.11.2024 | 18.60% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 7'317 CHF | 8'817 CHF | 99.10% | 99.10% |
18.11.2024 | 19.14% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 7'109 CHF | 8'609 CHF | 99.57% | 99.57% |
15.11.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 6'237 CHF | 7'487 CHF | 99.57% | 99.57% |
14.11.2024 | 15.01% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'175 CHF | 7'175 CHF | 99.52% | 99.52% |
13.11.2024 | 14.43% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'431 CHF | 7'431 CHF | 99.48% | 99.48% |
12.11.2024 | 14.70% | 0.06 CHF | 0.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 7'878 CHF | 9'128 CHF | 99.56% | 99.56% |
11.11.2024 | 13.86% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'716 CHF | 7'716 CHF | 99.55% | 99.55% |
08.11.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 6'759 CHF | 7'759 CHF | 99.58% | 99.58% |
07.11.2024 | 12.62% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 7'428 CHF | 8'428 CHF | 99.49% | 99.49% |