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 | 7.05% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 369'865 | 100'000 | 50'579 CHF | 14'705 CHF | 100.00% | 100.00% |
19.11.2024 | 6.51% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 308'575 | 98'650 | 50'230 CHF | 17'108 CHF | 99.97% | 99.97% |
18.11.2024 | 7.81% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 411'105 | 100'000 | 50'550 CHF | 13'351 CHF | 100.00% | 100.00% |
15.11.2024 | 9.52% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 427'251 | 98'213 | 49'436 CHF | 12'397 CHF | 99.99% | 99.99% |
14.11.2024 | 9.43% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 461'804 | 99'347 | 49'291 CHF | 11'688 CHF | 99.28% | 99.28% |
13.11.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 295'653 | 99'592 | 50'689 CHF | 18'126 CHF | 95.52% | 95.52% |
12.11.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 276'513 | 100'000 | 50'811 CHF | 19'406 CHF | 99.99% | 99.99% |
11.11.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 241'274 | 100'000 | 50'317 CHF | 21'873 CHF | 99.99% | 99.99% |
08.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 181'045 | 100'000 | 51'415 CHF | 29'441 CHF | 100.00% | 100.00% |
07.11.2024 | 3.88% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 195'842 | 99'697 | 50'652 CHF | 26'873 CHF | 99.99% | 99.99% |