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 | 7.92% | 0.10 CHF | 0.14 CHF | 500'000 | 100'000 | 415'939 | 100'000 | 50'441 CHF | 13'135 CHF | 14.13% | 99.38% |
19.11.2024 | 8.66% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 456'746 | 100'000 | 50'468 CHF | 12'108 CHF | 100.00% | 100.00% |
18.11.2024 | - | 0.13 CHF | 0.17 CHF | 390'000 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.11.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 337'351 | 100'000 | 50'996 CHF | 16'133 CHF | 99.99% | 99.99% |
14.11.2024 | 7.71% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 405'445 | 100'000 | 50'536 CHF | 13'568 CHF | 99.52% | 99.52% |
13.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 382'756 | 99'703 | 50'570 CHF | 14'221 CHF | 99.32% | 99.32% |
12.11.2024 | 6.28% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 330'632 | 100'000 | 51'034 CHF | 16'468 CHF | 100.00% | 100.00% |
11.11.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 222'973 | 100'000 | 50'595 CHF | 23'703 CHF | 100.00% | 100.00% |
08.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 230'378 | 100'000 | 50'547 CHF | 22'962 CHF | 100.00% | 100.00% |
07.11.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 194'053 | 98'703 | 50'996 CHF | 27'055 CHF | 99.13% | 99.13% |