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 | 4.24% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'839 CHF | 36'113 CHF | 99.36% | 99.36% |
19.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'959 CHF | 35'486 CHF | 99.37% | 99.37% |
18.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'062 CHF | 34'187 CHF | 98.89% | 98.89% |
15.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'953 CHF | 36'818 CHF | 99.37% | 99.37% |
14.11.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'382 CHF | 32'961 CHF | 99.37% | 99.37% |
13.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'552 CHF | 30'018 CHF | 99.07% | 99.07% |
12.11.2024 | 7.28% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'739 CHF | 21'413 CHF | 99.37% | 99.37% |
11.11.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 50'657 CHF | 18'386 CHF | 99.37% | 99.37% |
08.11.2024 | 12.14% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 506'688 | 150'000 | 38'815 CHF | 13'292 CHF | 99.37% | 99.37% |
07.11.2024 | 11.00% | 0.07 CHF | 0.08 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 130'715 CHF | 14'572 CHF | 99.30% | 99.30% |