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 | 5.14% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'342 CHF | 29'947 CHF | 99.37% | 99.37% |
19.11.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'685 CHF | 29'395 CHF | 99.37% | 99.37% |
18.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'932 CHF | 28'477 CHF | 98.89% | 98.89% |
15.11.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'479 CHF | 31'660 CHF | 99.37% | 99.37% |
14.11.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'499 CHF | 30'000 CHF | 99.37% | 99.37% |
13.11.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'216 CHF | 27'905 CHF | 99.06% | 99.06% |
12.11.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 56'809 CHF | 20'436 CHF | 99.37% | 99.37% |
11.11.2024 | 10.01% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 42'955 CHF | 15'818 CHF | 99.37% | 99.37% |
08.11.2024 | 15.02% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 506'689 | 150'000 | 31'388 CHF | 11'194 CHF | 99.37% | 99.37% |
07.11.2024 | 15.71% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 89'222 CHF | 10'422 CHF | 99.30% | 99.30% |