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 | 7.82% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 110'785 CHF | 39'929 CHF | 97.88% | 97.88% |
19.11.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 904'237 | 304'237 | 116'329 CHF | 42'129 CHF | 97.32% | 97.32% |
18.11.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 118'654 CHF | 42'551 CHF | 99.02% | 99.02% |
15.11.2024 | 5.34% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 770'800 | 256'933 | 140'912 CHF | 49'540 CHF | 97.94% | 97.94% |
14.11.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'784 CHF | 55'095 CHF | 96.69% | 96.69% |
13.11.2024 | 4.01% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 620'904 | 206'968 | 151'675 CHF | 52'628 CHF | 96.27% | 96.27% |
12.11.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'403 CHF | 67'468 CHF | 94.45% | 94.45% |
11.11.2024 | 3.19% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'304 CHF | 64'101 CHF | 97.85% | 97.85% |
08.11.2024 | 3.06% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'183 CHF | 66'394 CHF | 96.18% | 96.18% |
07.11.2024 | 3.75% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 718'479 | 239'493 | 188'135 CHF | 65'107 CHF | 98.04% | 98.04% |