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 | 7.20% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 80'646 CHF | 28'882 CHF | 99.38% | 99.38% |
19.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'180 CHF | 30'060 CHF | 96.72% | 96.72% |
18.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 734'939 | 244'980 | 88'035 CHF | 31'795 CHF | 97.67% | 97.67% |
15.11.2024 | 10.31% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 755'380 | 251'793 | 69'802 CHF | 25'785 CHF | 96.47% | 96.47% |
14.11.2024 | 10.55% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 770'782 | 256'927 | 69'257 CHF | 25'655 CHF | 99.38% | 99.38% |
13.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 852'551 | 284'184 | 76'204 CHF | 28'243 CHF | 98.80% | 98.80% |
12.11.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 65'149 CHF | 24'716 CHF | 99.25% | 99.25% |
11.11.2024 | 12.17% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 907'534 | 307'534 | 70'243 CHF | 26'819 CHF | 99.36% | 99.36% |
08.11.2024 | 9.39% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 778'167 | 259'389 | 79'600 CHF | 29'127 CHF | 99.35% | 99.35% |
07.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'902 CHF | 29'801 CHF | 98.67% | 98.67% |