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 | 22.90% | 0.11 CHF | 0.18 CHF | 460'000 | 25'000 | 358'532 | 25'000 | 50'634 CHF | 4'453 CHF | 14.13% | 100.00% |
19.11.2024 | 13.10% | 0.13 CHF | 0.15 CHF | 390'000 | 25'000 | 385'751 | 25'000 | 50'602 CHF | 3'761 CHF | 99.99% | 99.99% |
18.11.2024 | 11.96% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 297'154 | 23'897 | 50'897 CHF | 4'618 CHF | 100.00% | 100.00% |
15.11.2024 | 8.69% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 251'718 | 24'970 | 50'365 CHF | 5'474 CHF | 100.00% | 100.00% |
14.11.2024 | 10.27% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 300'400 | 25'000 | 50'702 CHF | 4'825 CHF | 94.67% | 94.67% |
13.11.2024 | 14.71% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 439'917 | 49'418 | 50'542 CHF | 6'596 CHF | 99.25% | 99.25% |
12.11.2024 | 13.66% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 406'862 | 25'000 | 50'518 CHF | 3'590 CHF | 98.32% | 98.32% |
11.11.2024 | 8.56% | 0.20 CHF | 0.21 CHF | 250'000 | 25'000 | 244'616 | 25'000 | 50'486 CHF | 5'645 CHF | 100.00% | 100.00% |
08.11.2024 | 9.16% | 0.19 CHF | 0.21 CHF | 270'000 | 25'000 | 174'879 | 21'786 | 38'402 CHF | 5'422 CHF | 97.48% | 97.48% |
07.11.2024 | 3.16% | 0.64 CHF | 0.66 CHF | 80'000 | 25'000 | 83'904 | 24'731 | 53'429 CHF | 16'425 CHF | 95.56% | 95.56% |