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 | 11.33% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 308'991 | 75'000 | 51'090 CHF | 13'902 CHF | 100.00% | 100.00% |
19.11.2024 | 11.74% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 320'914 | 75'000 | 51'168 CHF | 13'457 CHF | 100.00% | 100.00% |
18.11.2024 | 14.25% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 264'287 | 63'928 | 42'370 CHF | 11'627 CHF | 99.60% | 99.60% |
15.11.2024 | 11.19% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 300'016 | 75'000 | 50'949 CHF | 14'259 CHF | 100.00% | 100.00% |
14.11.2024 | 10.78% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 288'871 | 75'000 | 50'675 CHF | 14'670 CHF | 99.44% | 99.44% |
13.11.2024 | 11.37% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 302'048 | 74'373 | 50'753 CHF | 14'001 CHF | 98.88% | 98.88% |
12.11.2024 | 10.43% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 273'396 | 75'000 | 50'998 CHF | 15'535 CHF | 100.00% | 100.00% |
11.11.2024 | 9.55% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 248'754 | 75'000 | 50'050 CHF | 16'607 CHF | 100.00% | 100.00% |
08.11.2024 | 9.87% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 256'703 | 75'000 | 50'497 CHF | 16'303 CHF | 100.00% | 100.00% |
07.11.2024 | 9.90% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 238'550 | 72'402 | 48'668 CHF | 16'288 CHF | 99.06% | 99.06% |