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 | 9.83% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 975'390 | 375'390 | 95'950 CHF | 40'262 CHF | 98.19% | 98.19% |
19.11.2024 | 9.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 956'565 | 356'565 | 93'006 CHF | 38'116 CHF | 98.85% | 98.85% |
18.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 99'699 CHF | 36'233 CHF | 98.96% | 98.96% |
15.11.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 115'045 CHF | 41'348 CHF | 98.48% | 98.48% |
14.11.2024 | 7.37% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 889'293 | 296'431 | 116'610 CHF | 41'834 CHF | 98.22% | 98.22% |
13.11.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 114'797 CHF | 41'266 CHF | 98.40% | 98.40% |
12.11.2024 | 6.40% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 840'219 | 280'073 | 127'117 CHF | 45'173 CHF | 98.99% | 98.99% |
11.11.2024 | 6.30% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 833'829 | 277'943 | 128'579 CHF | 45'639 CHF | 98.87% | 98.87% |
08.11.2024 | 4.58% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 814'625 | 271'542 | 179'266 CHF | 62'471 CHF | 98.78% | 98.78% |
07.11.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 823'342 | 274'447 | 239'155 CHF | 82'463 CHF | 97.55% | 97.55% |