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 | 7.50% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'146 | 402'146 | 51'672 CHF | 55'693 CHF | 99.38% | 99.38% |
19.11.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 427'349 | 426'926 | 51'162 CHF | 55'389 CHF | 99.30% | 99.30% |
18.11.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 564'047 | 335'674 | 51'517 CHF | 34'252 CHF | 99.28% | 99.28% |
15.11.2024 | 9.80% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 521'806 | 432'455 | 50'621 CHF | 46'845 CHF | 99.38% | 99.38% |
14.11.2024 | 9.64% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 510'946 | 464'855 | 50'423 CHF | 50'873 CHF | 99.35% | 99.35% |
13.11.2024 | 10.11% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 541'731 | 387'574 | 50'868 CHF | 41'123 CHF | 99.38% | 99.38% |
12.11.2024 | 12.46% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 671'588 | 347'489 | 50'500 CHF | 29'606 CHF | 99.07% | 99.07% |
11.11.2024 | 13.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 733'726 | 379'363 | 50'603 CHF | 29'960 CHF | 99.29% | 99.29% |
08.11.2024 | 12.95% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 696'587 | 361'710 | 50'346 CHF | 29'759 CHF | 99.39% | 99.39% |
07.11.2024 | 13.71% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 741'626 | 382'915 | 50'382 CHF | 29'841 CHF | 99.27% | 99.27% |