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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | - | 0.34 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.07% |
20.11.2024 | 3.56% | 0.29 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 206'764 CHF | 71'421 CHF | 63.51% | 99.42% |
19.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'424 CHF | 72'641 CHF | 67.30% | 96.63% |
18.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'844 CHF | 80'115 CHF | 9.78% | 97.65% |
15.11.2024 | 4.43% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'758 CHF | 58'753 CHF | 96.52% | 96.52% |
14.11.2024 | 4.78% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 857'546 | 311'220 | 183'313 CHF | 68'120 CHF | 92.70% | 92.92% |
13.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'565 CHF | 51'826 CHF | 98.96% | 98.96% |
12.11.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'347 CHF | 48'539 CHF | 99.37% | 99.37% |
11.11.2024 | 10.13% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'209 | 94'172 CHF | 41'790 CHF | 99.14% | 99.14% |
08.11.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 474'173 | 89'237 CHF | 47'036 CHF | 98.88% | 98.88% |