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 | 7.19% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 833'922 | 277'974 | 111'536 CHF | 39'959 CHF | 99.04% | 99.04% |
19.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 753'096 | 251'032 | 113'585 CHF | 40'372 CHF | 99.24% | 99.24% |
18.11.2024 | 4.72% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 742'261 | 247'420 | 153'938 CHF | 53'787 CHF | 98.43% | 98.43% |
15.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 694'460 | 231'487 | 162'547 CHF | 56'497 CHF | 99.39% | 99.39% |
14.11.2024 | 3.79% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'121 CHF | 54'040 CHF | 98.05% | 98.05% |
13.11.2024 | 4.27% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 692'977 | 230'992 | 158'617 CHF | 55'182 CHF | 99.35% | 99.35% |
12.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 693'948 | 231'316 | 160'246 CHF | 55'729 CHF | 99.29% | 99.29% |
11.11.2024 | 5.61% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'484 CHF | 45'995 CHF | 98.68% | 98.68% |
08.11.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 817'786 | 272'595 | 120'523 CHF | 42'900 CHF | 99.28% | 99.28% |
07.11.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'143 | 300'143 | 146'811 CHF | 51'951 CHF | 97.79% | 97.79% |