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 | 6.33% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'113 CHF | 32'704 CHF | 99.17% | 99.17% |
19.11.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'436 CHF | 33'479 CHF | 99.17% | 99.17% |
18.11.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'582 CHF | 35'527 CHF | 99.23% | 99.23% |
15.11.2024 | 4.51% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 149'989 | 97'960 CHF | 34'151 CHF | 99.17% | 99.17% |
14.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'690 CHF | 43'397 CHF | 99.16% | 99.16% |
13.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'942 CHF | 45'814 CHF | 99.16% | 99.16% |
12.11.2024 | 2.81% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'203 CHF | 54'234 CHF | 99.17% | 99.17% |
11.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 388'465 | 129'488 | 148'778 CHF | 50'887 CHF | 99.17% | 99.17% |
08.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'659 CHF | 55'386 CHF | 99.17% | 99.17% |
07.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 449'989 | 150'000 | 161'380 CHF | 55'295 CHF | 98.27% | 98.27% |