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 | 5.80% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'554 CHF | 35'518 CHF | 99.69% | 99.69% |
19.11.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 605'368 | 201'789 | 102'570 CHF | 36'208 CHF | 99.27% | 99.27% |
18.11.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'855 CHF | 36'952 CHF | 99.24% | 99.24% |
15.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'393 | 200'131 | 104'338 CHF | 36'781 CHF | 99.40% | 99.40% |
14.11.2024 | 8.49% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 755'538 | 251'846 | 85'371 CHF | 30'975 CHF | 97.55% | 97.55% |
13.11.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 835'367 | 278'456 | 89'061 CHF | 32'471 CHF | 99.38% | 99.38% |
12.11.2024 | 10.06% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 85'159 CHF | 31'386 CHF | 96.19% | 96.19% |
11.11.2024 | 11.26% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 991'071 | 391'071 | 83'272 CHF | 36'737 CHF | 99.37% | 99.37% |
08.11.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 998'903 | 398'903 | 88'235 CHF | 39'224 CHF | 93.13% | 93.13% |
07.11.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 902'009 | 302'009 | 88'816 CHF | 32'746 CHF | 98.59% | 98.59% |