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 | 9.33% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 856'777 | 285'592 | 87'832 CHF | 32'133 CHF | 97.66% | 97.66% |
19.11.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'687 CHF | 33'062 CHF | 95.33% | 95.33% |
18.11.2024 | 6.62% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'405 CHF | 39'302 CHF | 96.28% | 96.28% |
15.11.2024 | 6.89% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 743'608 | 247'869 | 105'949 CHF | 37'795 CHF | 96.42% | 96.42% |
14.11.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 103'794 CHF | 37'098 CHF | 97.16% | 97.16% |
13.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'819 CHF | 40'440 CHF | 97.85% | 97.85% |
12.11.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 733'654 | 244'551 | 132'845 CHF | 46'727 CHF | 92.65% | 92.65% |
11.11.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 670'139 | 223'380 | 132'267 CHF | 46'323 CHF | 98.11% | 98.11% |
08.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'442 CHF | 48'814 CHF | 96.63% | 96.63% |
07.11.2024 | 3.82% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 154'417 CHF | 53'472 CHF | 98.05% | 98.05% |