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 | 5.33% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 715'621 | 238'540 | 130'521 CHF | 45'892 CHF | 99.38% | 99.38% |
19.11.2024 | 5.88% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'253 CHF | 43'918 CHF | 99.32% | 99.32% |
18.11.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 870'829 | 290'276 | 104'292 CHF | 37'667 CHF | 99.38% | 99.38% |
15.11.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 104'828 CHF | 37'943 CHF | 99.43% | 99.43% |
14.11.2024 | 10.01% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 976'494 | 376'494 | 94'038 CHF | 39'669 CHF | 98.60% | 98.60% |
13.11.2024 | 6.72% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 784'587 | 261'529 | 112'853 CHF | 40'233 CHF | 99.38% | 99.38% |
12.11.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 826'444 | 275'481 | 117'461 CHF | 41'909 CHF | 97.28% | 97.28% |
11.11.2024 | 4.15% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 650'255 | 216'752 | 154'410 CHF | 53'638 CHF | 99.37% | 99.37% |
08.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'257 CHF | 58'752 CHF | 98.96% | 98.96% |
07.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'878 CHF | 63'293 CHF | 98.61% | 98.61% |