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 | 7.37% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 497'205 | 165'735 | 64'885 CHF | 23'286 CHF | 99.43% | 99.43% |
19.11.2024 | 6.40% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 478'093 | 159'364 | 72'309 CHF | 25'697 CHF | 98.91% | 98.91% |
18.11.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'643 CHF | 24'381 CHF | 99.28% | 99.28% |
15.11.2024 | 7.89% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 587'770 | 195'923 | 71'560 CHF | 25'812 CHF | 99.39% | 99.39% |
14.11.2024 | 6.79% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 472'754 | 157'585 | 67'327 CHF | 24'018 CHF | 98.39% | 98.39% |
13.11.2024 | 7.05% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 498'686 | 166'229 | 67'982 CHF | 24'323 CHF | 99.38% | 99.38% |
12.11.2024 | 5.21% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'599 CHF | 29'700 CHF | 96.15% | 96.15% |
11.11.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'572 CHF | 32'357 CHF | 98.27% | 98.27% |
08.11.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'891 CHF | 37'130 CHF | 93.12% | 93.12% |
07.11.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'761 CHF | 42'087 CHF | 98.61% | 98.61% |