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 | 9.90% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 86'694 CHF | 31'898 CHF | 99.38% | 99.38% |
19.11.2024 | 8.53% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 812'069 | 270'690 | 91'407 CHF | 33'176 CHF | 99.38% | 99.38% |
18.11.2024 | 9.72% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 876'634 | 292'226 | 86'718 CHF | 31'829 CHF | 99.38% | 99.38% |
15.11.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 905'159 | 305'159 | 88'853 CHF | 32'944 CHF | 99.35% | 99.35% |
14.11.2024 | 8.53% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 860'621 | 286'874 | 96'652 CHF | 35'086 CHF | 99.38% | 99.38% |
13.11.2024 | 9.38% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 921'914 | 338'310 | 95'309 CHF | 37'846 CHF | 99.38% | 99.38% |
12.11.2024 | 3.83% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 608'144 | 202'715 | 156'332 CHF | 54'138 CHF | 99.16% | 99.16% |
11.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'199 CHF | 63'066 CHF | 99.13% | 99.13% |
08.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'367 CHF | 55'456 CHF | 99.37% | 99.37% |
07.11.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'912 CHF | 58'304 CHF | 98.56% | 98.56% |