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 | 7.22% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'847 CHF | 36'116 CHF | 99.16% | 99.16% |
19.11.2024 | 7.99% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 762'091 | 254'030 | 91'634 CHF | 33'085 CHF | 99.17% | 99.17% |
18.11.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 103'571 CHF | 37'024 CHF | 99.22% | 99.22% |
15.11.2024 | 7.58% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 771'792 | 257'264 | 98'268 CHF | 35'329 CHF | 99.16% | 99.16% |
14.11.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'690 CHF | 38'730 CHF | 99.15% | 99.15% |
13.11.2024 | 6.87% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'950 CHF | 37'817 CHF | 99.16% | 99.16% |
12.11.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 623'438 | 207'813 | 108'119 CHF | 38'118 CHF | 99.15% | 99.15% |
11.11.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 123'780 CHF | 43'260 CHF | 99.16% | 99.16% |
08.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 645'082 | 215'027 | 108'323 CHF | 38'258 CHF | 99.16% | 99.16% |
07.11.2024 | 5.55% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 636'717 | 212'239 | 111'529 CHF | 39'299 CHF | 98.18% | 98.18% |