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 | 8.66% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'718 CHF | 18'073 CHF | 99.36% | 99.36% |
19.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'412 CHF | 17'971 CHF | 99.38% | 99.38% |
18.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'120 CHF | 17'873 CHF | 98.89% | 98.89% |
15.11.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'129 CHF | 20'543 CHF | 99.37% | 99.37% |
14.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'074 CHF | 19'525 CHF | 99.37% | 99.37% |
13.11.2024 | 8.38% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 51'710 CHF | 18'737 CHF | 99.13% | 99.13% |
12.11.2024 | 11.97% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 35'533 CHF | 13'344 CHF | 99.37% | 99.37% |
11.11.2024 | 16.89% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 24'707 CHF | 9'736 CHF | 99.37% | 99.37% |
08.11.2024 | 20.10% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 506'701 | 150'000 | 22'237 CHF | 8'332 CHF | 99.37% | 99.37% |
07.11.2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 63'250 CHF | 7'825 CHF | 99.30% | 99.30% |