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 | 8.89% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 753'194 | 251'065 | 81'447 CHF | 29'660 CHF | 98.94% | 98.94% |
19.11.2024 | 9.26% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 749'073 | 249'691 | 77'444 CHF | 28'312 CHF | 95.77% | 95.77% |
18.11.2024 | 4.88% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 585'094 | 195'031 | 116'996 CHF | 40'949 CHF | 97.05% | 97.05% |
15.11.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 463'346 | 154'449 | 117'248 CHF | 40'627 CHF | 94.80% | 94.80% |
14.11.2024 | 3.05% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'768 CHF | 50'423 CHF | 98.16% | 98.16% |
13.11.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 740'256 | 246'752 | 106'330 CHF | 37'911 CHF | 98.28% | 98.28% |
12.11.2024 | 5.24% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 613'963 | 204'654 | 114'502 CHF | 40'214 CHF | 98.38% | 98.38% |
11.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'217 CHF | 53'739 CHF | 98.74% | 98.74% |
08.11.2024 | 4.29% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'860 CHF | 47'953 CHF | 97.69% | 97.69% |
07.11.2024 | 3.75% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'898 CHF | 54'633 CHF | 98.16% | 98.16% |