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 | 7.66% | 0.30 CHF | 0.31 CHF | 195'000 | 195'000 | 86'995 | 86'995 | 25'851 CHF | 27'426 CHF | 99.89% | 99.89% |
19.11.2024 | 9.81% | 0.28 CHF | 0.29 CHF | 195'000 | 195'000 | 80'356 | 80'356 | 20'442 CHF | 21'887 CHF | 100.00% | 100.00% |
18.11.2024 | 10.09% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 17'633 CHF | 19'143 CHF | 99.89% | 99.89% |
15.11.2024 | 11.43% | 0.18 CHF | 0.19 CHF | 205'000 | 205'000 | 91'453 | 91'453 | 15'960 CHF | 17'484 CHF | 99.89% | 99.89% |
14.11.2024 | 10.41% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 68'837 | 68'837 | 14'296 CHF | 15'356 CHF | 100.00% | 100.00% |
13.11.2024 | 7.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 87'829 | 87'829 | 23'841 CHF | 25'425 CHF | 100.00% | 100.00% |
12.11.2024 | 6.62% | 0.28 CHF | 0.29 CHF | 195'000 | 195'000 | 86'099 | 86'099 | 28'170 CHF | 29'720 CHF | 99.85% | 99.85% |
11.11.2024 | 5.57% | 0.37 CHF | 0.38 CHF | 190'000 | 190'000 | 83'947 | 83'947 | 33'142 CHF | 34'656 CHF | 99.58% | 99.58% |
08.11.2024 | 5.84% | 0.39 CHF | 0.40 CHF | 190'000 | 190'000 | 85'029 | 85'029 | 32'722 CHF | 34'262 CHF | 100.00% | 100.00% |
07.11.2024 | 6.55% | 0.38 CHF | 0.39 CHF | 190'000 | 190'000 | 85'398 | 85'398 | 30'656 CHF | 32'204 CHF | 100.00% | 100.00% |