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 | 7.67% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'045 | 413'045 | 51'833 CHF | 55'963 CHF | 99.38% | 99.38% |
19.11.2024 | 10.81% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 591'517 | 359'958 | 52'047 CHF | 36'243 CHF | 99.05% | 99.05% |
18.11.2024 | 17.57% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 956'151 | 452'278 | 49'755 CHF | 28'243 CHF | 99.26% | 99.26% |
15.11.2024 | 19.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 301'236 | 45'489 CHF | 16'906 CHF | 99.39% | 99.39% |
14.11.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'891 | 250'000 | 40'322 CHF | 12'655 CHF | 99.34% | 99.34% |
13.11.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'990 | 305'291 | 45'586 CHF | 17'335 CHF | 99.36% | 99.36% |
12.11.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 959'614 | 486'538 | 50'084 CHF | 30'271 CHF | 99.05% | 99.05% |
11.11.2024 | 15.34% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 839'528 | 423'809 | 50'549 CHF | 29'757 CHF | 99.30% | 99.30% |
08.11.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 704'557 | 364'421 | 50'408 CHF | 29'718 CHF | 99.38% | 99.38% |
07.11.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 579'938 | 336'086 | 51'159 CHF | 33'483 CHF | 99.27% | 99.27% |