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 | 4.73% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'974 CHF | 32'491 CHF | 99.36% | 99.36% |
19.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'043 CHF | 31'514 CHF | 99.37% | 99.37% |
18.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'904 CHF | 30'135 CHF | 98.89% | 98.89% |
15.11.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'205 CHF | 32'902 CHF | 99.37% | 99.37% |
14.11.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'862 CHF | 29'121 CHF | 99.37% | 99.37% |
13.11.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'781 CHF | 26'760 CHF | 99.07% | 99.07% |
12.11.2024 | 8.36% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 51'776 CHF | 18'759 CHF | 99.37% | 99.37% |
11.11.2024 | 9.88% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 43'421 CHF | 15'974 CHF | 99.37% | 99.37% |
08.11.2024 | 15.93% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 506'701 | 150'000 | 29'304 CHF | 10'416 CHF | 99.37% | 99.37% |
07.11.2024 | 13.19% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 109'542 CHF | 12'454 CHF | 99.29% | 99.29% |