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 | 10.23% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 878'168 | 292'723 | 81'500 CHF | 30'094 CHF | 99.36% | 99.36% |
19.11.2024 | 10.44% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 884'785 | 298'698 | 80'734 CHF | 30'200 CHF | 96.68% | 96.68% |
18.11.2024 | 6.66% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 665'153 | 221'744 | 99'989 CHF | 35'549 CHF | 97.60% | 97.60% |
15.11.2024 | 5.70% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 605'313 | 201'771 | 104'213 CHF | 36'755 CHF | 96.52% | 96.52% |
14.11.2024 | 6.24% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 602'147 | 200'716 | 94'026 CHF | 33'349 CHF | 99.34% | 99.34% |
13.11.2024 | 6.00% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 602'780 | 200'927 | 97'590 CHF | 34'539 CHF | 99.36% | 99.36% |
12.11.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'845 CHF | 36'282 CHF | 99.34% | 99.34% |
11.11.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'958 CHF | 40'319 CHF | 99.35% | 99.35% |
08.11.2024 | 4.17% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 490'066 | 163'355 | 114'693 CHF | 39'865 CHF | 99.32% | 99.32% |
07.11.2024 | 2.85% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'995 CHF | 54'165 CHF | 98.49% | 98.49% |