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 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 293'488 | 100'000 | 50'773 CHF | 18'326 CHF | 93.42% | 93.42% |
19.11.2024 | 4.94% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 228'818 | 98'566 | 49'673 CHF | 22'434 CHF | 99.97% | 99.97% |
18.11.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 285'544 | 100'000 | 50'948 CHF | 18'885 CHF | 100.00% | 100.00% |
15.11.2024 | 6.56% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 294'293 | 98'210 | 49'897 CHF | 17'677 CHF | 99.99% | 99.99% |
14.11.2024 | 6.29% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 311'384 | 99'346 | 50'544 CHF | 17'201 CHF | 99.17% | 99.17% |
13.11.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 223'677 | 99'598 | 50'318 CHF | 23'439 CHF | 96.97% | 96.97% |
12.11.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 211'375 | 100'000 | 50'394 CHF | 24'863 CHF | 99.99% | 99.99% |
11.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 196'277 | 100'000 | 51'501 CHF | 27'254 CHF | 99.99% | 99.99% |
08.11.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 152'818 | 100'000 | 51'727 CHF | 34'896 CHF | 100.00% | 100.00% |
07.11.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 163'948 | 99'697 | 51'280 CHF | 32'266 CHF | 99.99% | 99.99% |