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 | 7.92% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'168 CHF | 39'390 CHF | 99.36% | 99.36% |
19.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 115'228 CHF | 41'409 CHF | 99.29% | 99.29% |
18.11.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 110'483 CHF | 39'828 CHF | 99.40% | 99.40% |
15.11.2024 | 7.94% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 903'245 | 303'245 | 109'406 CHF | 39'739 CHF | 99.38% | 99.38% |
14.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 984'200 | 384'200 | 108'066 CHF | 46'001 CHF | 98.00% | 98.00% |
13.11.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 88'378 CHF | 39'351 CHF | 99.35% | 99.35% |
12.11.2024 | 9.37% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 102'211 CHF | 44'885 CHF | 93.09% | 93.09% |
11.11.2024 | 8.03% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 902'005 | 302'005 | 107'920 CHF | 39'141 CHF | 99.37% | 99.37% |
08.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'864 | 300'864 | 115'468 CHF | 41'567 CHF | 93.12% | 93.12% |
07.11.2024 | 6.52% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 133'713 CHF | 47'571 CHF | 98.61% | 98.61% |