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 | 7.75% | 0.14 CHF | 0.15 CHF | 1'500'000 | 150'000 | 1'500'000 | 148'393 | 188'588 CHF | 20'102 CHF | 99.37% | 99.37% |
19.11.2024 | 7.74% | 0.12 CHF | 0.13 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 187'736 CHF | 20'274 CHF | 99.37% | 99.37% |
18.11.2024 | 8.87% | 0.11 CHF | 0.12 CHF | 1'500'000 | 150'000 | 1'500'000 | 152'142 | 163'296 CHF | 18'044 CHF | 99.23% | 99.23% |
15.11.2024 | 10.51% | 0.10 CHF | 0.11 CHF | 1'500'000 | 150'000 | 1'500'000 | 186'194 | 135'517 CHF | 18'629 CHF | 99.37% | 99.37% |
14.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 126'941 CHF | 18'926 CHF | 99.37% | 99.37% |
13.11.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 137'299 CHF | 20'307 CHF | 99.37% | 99.37% |
12.11.2024 | 11.55% | 0.09 CHF | 0.10 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 122'620 CHF | 18'349 CHF | 99.37% | 99.37% |
11.11.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 101'357 CHF | 15'514 CHF | 99.37% | 99.37% |
08.11.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 111'603 CHF | 16'880 CHF | 99.38% | 99.38% |
07.11.2024 | 13.05% | 0.06 CHF | 0.07 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 107'908 CHF | 16'388 CHF | 99.28% | 99.28% |