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 | 3.52% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 490'932 | 163'644 | 136'657 CHF | 47'189 CHF | 99.37% | 99.37% |
19.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 484'978 | 161'659 | 143'672 CHF | 49'507 CHF | 99.37% | 99.37% |
18.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'794 CHF | 51'931 CHF | 99.22% | 99.22% |
15.11.2024 | 5.13% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'440 CHF | 40'147 CHF | 99.37% | 99.37% |
14.11.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 698'450 | 232'817 | 98'934 CHF | 35'306 CHF | 99.38% | 99.38% |
13.11.2024 | 6.79% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 705'154 | 235'051 | 100'249 CHF | 35'767 CHF | 99.36% | 99.36% |
12.11.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'652 CHF | 31'051 CHF | 99.37% | 99.37% |
11.11.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 71'619 CHF | 26'373 CHF | 99.38% | 99.38% |
08.11.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'707 CHF | 33'736 CHF | 99.38% | 99.38% |
07.11.2024 | 6.63% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 704'537 | 234'846 | 102'816 CHF | 36'621 CHF | 99.28% | 99.28% |