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 | 5.33% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'236 CHF | 28'912 CHF | 99.37% | 99.37% |
19.11.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'692 CHF | 28'397 CHF | 99.38% | 99.38% |
18.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'678 CHF | 27'059 CHF | 98.89% | 98.89% |
15.11.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'193 CHF | 29'564 CHF | 99.38% | 99.38% |
14.11.2024 | 5.92% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'890 CHF | 26'130 CHF | 99.37% | 99.37% |
13.11.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 67'366 CHF | 23'955 CHF | 99.07% | 99.07% |
12.11.2024 | 9.40% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 45'748 CHF | 16'750 CHF | 99.38% | 99.38% |
11.11.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 37'090 CHF | 13'863 CHF | 99.37% | 99.37% |
08.11.2024 | 18.76% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 506'697 | 150'000 | 24'757 CHF | 9'139 CHF | 99.37% | 99.37% |
07.11.2024 | 15.64% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 92'217 CHF | 10'722 CHF | 99.29% | 99.29% |