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 | 5.10% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 471'865 | 157'288 | 90'054 CHF | 31'591 CHF | 99.27% | 99.27% |
19.11.2024 | 5.13% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 483'688 | 161'229 | 91'650 CHF | 32'162 CHF | 85.70% | 85.70% |
18.11.2024 | 5.71% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 580'600 | 193'533 | 98'814 CHF | 34'873 CHF | 97.49% | 97.49% |
15.11.2024 | 5.68% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'800 CHF | 36'267 CHF | 95.74% | 95.74% |
14.11.2024 | 6.11% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'551 CHF | 33'850 CHF | 99.31% | 99.31% |
13.11.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 88'545 CHF | 31'515 CHF | 99.27% | 99.27% |
12.11.2024 | 6.36% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'486 CHF | 32'495 CHF | 97.73% | 97.73% |
11.11.2024 | 5.66% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'977 CHF | 36'659 CHF | 99.17% | 99.17% |
08.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 588'849 | 196'283 | 117'072 CHF | 40'987 CHF | 97.48% | 97.48% |
07.11.2024 | 6.06% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 96'470 CHF | 34'157 CHF | 95.93% | 95.93% |