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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.48% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 591'637 | 197'212 | 105'610 CHF | 37'176 CHF | 98.84% | 98.84% |
20.11.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'154 CHF | 34'885 CHF | 98.63% | 98.63% |
19.11.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'075 CHF | 34'858 CHF | 99.15% | 99.15% |
18.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 89'714 CHF | 32'405 CHF | 99.36% | 99.36% |
15.11.2024 | 9.83% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 882'153 | 294'051 | 85'691 CHF | 31'504 CHF | 99.40% | 99.40% |
14.11.2024 | 10.40% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 82'194 CHF | 30'398 CHF | 97.46% | 97.46% |
13.11.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'221 | 300'221 | 74'814 CHF | 27'952 CHF | 98.99% | 98.99% |
12.11.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 77'968 CHF | 28'989 CHF | 95.51% | 95.51% |
11.11.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 899'489 | 299'830 | 81'567 CHF | 30'187 CHF | 98.54% | 98.54% |
08.11.2024 | 14.47% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 991'496 | 391'496 | 64'050 CHF | 29'127 CHF | 99.09% | 99.09% |