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 | 9.73% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 700'404 | 100'000 | 68'526 CHF | 10'834 CHF | 99.16% | 99.16% |
19.11.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 66'824 CHF | 9'910 CHF | 99.17% | 99.17% |
18.11.2024 | 10.19% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 70'077 CHF | 10'344 CHF | 99.22% | 99.22% |
15.11.2024 | 8.55% | 0.10 CHF | 0.11 CHF | 750'000 | 100'000 | 675'901 | 100'000 | 75'573 CHF | 12'252 CHF | 99.16% | 99.16% |
14.11.2024 | 7.87% | 0.14 CHF | 0.15 CHF | 600'000 | 100'000 | 611'468 | 100'000 | 74'945 CHF | 13'281 CHF | 99.15% | 99.15% |
13.11.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 750'000 | 100'000 | 736'213 | 100'000 | 72'539 CHF | 10'892 CHF | 99.16% | 99.16% |
12.11.2024 | 7.77% | 0.11 CHF | 0.12 CHF | 750'000 | 100'000 | 614'572 | 100'000 | 76'055 CHF | 13'397 CHF | 99.15% | 99.15% |
11.11.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 101'956 CHF | 17'993 CHF | 99.17% | 99.17% |
08.11.2024 | 6.30% | 0.14 CHF | 0.15 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 92'686 CHF | 16'448 CHF | 99.16% | 99.16% |
07.11.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 600'000 | 100'000 | 455'103 | 100'000 | 87'918 CHF | 20'333 CHF | 98.18% | 98.18% |