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 | 9.11% | 0.11 CHF | 0.12 CHF | 750'000 | 150'000 | 749'386 | 150'000 | 78'749 CHF | 17'265 CHF | 99.37% | 99.37% |
19.11.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 60'120 CHF | 11'520 CHF | 99.37% | 99.37% |
18.11.2024 | 13.78% | 0.06 CHF | 0.07 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 61'322 CHF | 11'720 CHF | 99.23% | 99.23% |
15.11.2024 | 9.98% | 0.07 CHF | 0.08 CHF | 900'000 | 150'000 | 801'732 | 150'000 | 76'826 CHF | 15'995 CHF | 99.38% | 99.38% |
14.11.2024 | 7.19% | 0.12 CHF | 0.13 CHF | 750'000 | 150'000 | 685'068 | 150'000 | 91'790 CHF | 21'703 CHF | 99.38% | 99.38% |
13.11.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 102'746 CHF | 27'186 CHF | 99.37% | 99.37% |
12.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600'000 | 150'000 | 552'648 | 150'000 | 129'490 CHF | 37'581 CHF | 99.37% | 99.37% |
11.11.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 600'000 | 150'000 | 629'836 | 150'000 | 104'263 CHF | 26'420 CHF | 99.37% | 99.37% |
08.11.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 750'000 | 150'000 | 747'790 | 150'000 | 100'542 CHF | 21'679 CHF | 99.37% | 99.37% |
07.11.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 108'561 CHF | 28'640 CHF | 99.29% | 99.29% |