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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 6.87% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 722'735 | 240'912 | 101'674 CHF | 36'300 CHF | 99.37% | 99.37% |
20.11.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'971 CHF | 33'490 CHF | 99.57% | 99.57% |
19.11.2024 | 7.31% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'398 CHF | 35'633 CHF | 99.44% | 99.44% |
18.11.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 94'848 CHF | 34'116 CHF | 99.55% | 99.55% |
15.11.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'482 CHF | 35'994 CHF | 99.41% | 99.41% |
14.11.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 118'429 CHF | 41'476 CHF | 97.57% | 97.57% |
13.11.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 125'576 CHF | 43'859 CHF | 99.38% | 99.38% |
12.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'458 CHF | 48'819 CHF | 94.95% | 94.95% |
11.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'806 CHF | 54'935 CHF | 99.37% | 99.37% |
08.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'035 CHF | 56'012 CHF | 93.13% | 93.13% |