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 | 8.20% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 826'870 | 275'623 | 96'636 CHF | 34'968 CHF | 99.67% | 99.67% |
19.11.2024 | 7.56% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 780'473 | 260'158 | 99'368 CHF | 35'724 CHF | 99.24% | 99.24% |
18.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'501 | 250'167 | 97'960 CHF | 35'155 CHF | 99.55% | 99.55% |
15.11.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 885'566 | 295'189 | 99'000 CHF | 35'952 CHF | 99.38% | 99.38% |
14.11.2024 | 7.91% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 774'074 | 258'025 | 94'165 CHF | 33'968 CHF | 97.97% | 97.97% |
13.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 813'510 | 271'170 | 96'302 CHF | 34'812 CHF | 99.35% | 99.35% |
12.11.2024 | 6.69% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'898 CHF | 38'799 CHF | 93.13% | 93.13% |
11.11.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 740'315 | 246'772 | 112'029 CHF | 39'811 CHF | 98.27% | 98.27% |
08.11.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 717'427 | 239'142 | 120'375 CHF | 42'516 CHF | 93.13% | 93.13% |
07.11.2024 | 5.16% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'614 CHF | 39'871 CHF | 98.60% | 98.60% |