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 | 8.17% | 0.11 CHF | 0.12 CHF | 750'000 | 75'000 | 726'417 | 75'000 | 85'505 CHF | 9'597 CHF | 99.37% | 99.37% |
19.11.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 82'995 CHF | 9'050 CHF | 99.37% | 99.37% |
18.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 88'205 CHF | 11'776 CHF | 99.22% | 99.22% |
15.11.2024 | 4.87% | 0.17 CHF | 0.18 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 120'759 CHF | 15'845 CHF | 99.37% | 99.37% |
14.11.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 155'312 CHF | 20'164 CHF | 99.38% | 99.38% |
13.11.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 156'507 CHF | 20'313 CHF | 99.37% | 99.37% |
12.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 184'464 CHF | 23'808 CHF | 99.37% | 99.37% |
11.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 75'000 | 550'953 | 75'000 | 187'709 CHF | 26'317 CHF | 99.37% | 99.37% |
08.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 172'701 CHF | 22'338 CHF | 99.37% | 99.37% |
07.11.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 155'151 CHF | 20'144 CHF | 99.28% | 99.28% |