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 | 11.69% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'553 CHF | 22'685 CHF | 98.83% | 98.83% |
19.11.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 646'273 | 215'424 | 66'571 CHF | 24'345 CHF | 96.62% | 96.62% |
18.11.2024 | 9.49% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 660'540 | 220'180 | 66'242 CHF | 24'282 CHF | 96.69% | 96.69% |
15.11.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 632'234 | 210'745 | 67'360 CHF | 24'561 CHF | 95.39% | 95.39% |
14.11.2024 | 7.60% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 586'474 | 195'491 | 74'924 CHF | 26'930 CHF | 98.42% | 98.42% |
13.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 82'824 CHF | 29'608 CHF | 98.30% | 98.30% |
12.11.2024 | 8.61% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 668'918 | 222'973 | 74'476 CHF | 27'055 CHF | 98.94% | 98.94% |
11.11.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 762'896 | 254'299 | 68'402 CHF | 25'344 CHF | 97.86% | 97.86% |
08.11.2024 | 7.57% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 603'431 | 201'144 | 76'824 CHF | 27'619 CHF | 98.84% | 98.84% |
07.11.2024 | 6.99% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 631'488 | 210'496 | 88'749 CHF | 31'688 CHF | 98.28% | 98.28% |