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 | 12.97% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 868'259 | 289'420 | 62'632 CHF | 23'772 CHF | 97.89% | 97.89% |
19.11.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 784'563 | 264'463 | 58'624 CHF | 22'341 CHF | 98.86% | 98.86% |
18.11.2024 | 11.84% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 816'746 | 272'249 | 64'932 CHF | 24'367 CHF | 99.01% | 99.01% |
15.11.2024 | 6.50% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 611'374 | 203'791 | 92'164 CHF | 32'759 CHF | 97.61% | 97.61% |
14.11.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 517'500 | 172'500 | 98'989 CHF | 34'721 CHF | 96.75% | 96.75% |
13.11.2024 | 4.06% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'882 CHF | 37'794 CHF | 96.29% | 96.29% |
12.11.2024 | 2.76% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'061 CHF | 55'187 CHF | 94.43% | 94.43% |
11.11.2024 | 2.93% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'530 CHF | 52'343 CHF | 99.01% | 99.01% |
08.11.2024 | 2.77% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'623 CHF | 55'041 CHF | 97.13% | 97.13% |
07.11.2024 | 3.78% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 567'898 | 189'299 | 148'133 CHF | 51'271 CHF | 98.52% | 98.52% |