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 | 7.76% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'812 CHF | 20'104 CHF | 99.37% | 99.37% |
19.11.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'879 CHF | 19'793 CHF | 99.37% | 99.37% |
18.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'079 CHF | 19'526 CHF | 98.89% | 98.89% |
15.11.2024 | 6.83% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 63'744 CHF | 22'748 CHF | 99.37% | 99.37% |
14.11.2024 | 7.35% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'023 CHF | 21'174 CHF | 99.37% | 99.37% |
13.11.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'495 CHF | 20'665 CHF | 99.13% | 99.13% |
12.11.2024 | 10.70% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 39'972 CHF | 14'824 CHF | 99.38% | 99.38% |
11.11.2024 | 14.49% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 29'060 CHF | 11'187 CHF | 99.37% | 99.37% |
08.11.2024 | 16.75% | 0.06 CHF | 0.07 CHF | 450'000 | 150'000 | 506'703 | 150'000 | 27'213 CHF | 9'802 CHF | 99.37% | 99.37% |
07.11.2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 75'786 CHF | 9'079 CHF | 99.29% | 99.29% |