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 | 8.79% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 65'338 CHF | 23'779 CHF | 99.37% | 99.37% |
19.11.2024 | 10.83% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 52'477 CHF | 19'492 CHF | 99.37% | 99.37% |
18.11.2024 | 9.92% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 575'152 | 200'000 | 55'180 CHF | 21'172 CHF | 99.11% | 99.23% |
15.11.2024 | 10.39% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 236'728 | 200'000 | 21'174 CHF | 20'303 CHF | 99.27% | 99.37% |
14.11.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 63'375 CHF | 23'125 CHF | 99.38% | 99.38% |
13.11.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 199'994 | 67'387 CHF | 24'462 CHF | 99.37% | 99.37% |
12.11.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 457'804 | 152'596 | 60'404 CHF | 21'660 CHF | 99.37% | 99.37% |
11.11.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 71'299 CHF | 25'266 CHF | 99.37% | 99.37% |
08.11.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'499 CHF | 27'000 CHF | 99.25% | 99.25% |
07.11.2024 | 5.48% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'872 CHF | 28'124 CHF | 99.29% | 99.29% |