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 | 5.46% | 0.18 CHF | 0.19 CHF | 204'200 | 204'200 | 90'118 | 90'118 | 16'217 CHF | 17'123 CHF | 99.32% | 99.32% |
19.11.2024 | 5.80% | 0.18 CHF | 0.19 CHF | 216'100 | 216'100 | 95'804 | 95'804 | 16'759 CHF | 17'727 CHF | 99.98% | 99.98% |
18.11.2024 | 7.08% | 0.16 CHF | 0.17 CHF | 269'200 | 269'200 | 114'065 | 114'065 | 16'512 CHF | 17'655 CHF | 99.74% | 99.74% |
15.11.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 289'000 | 289'000 | 130'519 | 130'519 | 16'129 CHF | 17'437 CHF | 99.90% | 99.90% |
14.11.2024 | 6.92% | 0.14 CHF | 0.14 CHF | 264'000 | 264'000 | 116'698 | 116'698 | 16'206 CHF | 17'376 CHF | 98.58% | 98.58% |
13.11.2024 | 6.60% | 0.17 CHF | 0.18 CHF | 238'100 | 238'100 | 108'283 | 108'283 | 16'941 CHF | 18'029 CHF | 100.00% | 100.00% |
12.11.2024 | 7.86% | 0.14 CHF | 0.16 CHF | 282'300 | 282'300 | 126'675 | 126'675 | 16'938 CHF | 18'215 CHF | 99.06% | 99.06% |
11.11.2024 | 10.00% | 0.13 CHF | 0.14 CHF | 392'200 | 392'200 | 181'318 | 181'318 | 19'081 CHF | 20'902 CHF | 99.90% | 99.90% |
08.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 435'200 | 435'200 | 143'442 | 143'442 | 10'548 CHF | 12'001 CHF | 98.62% | 98.62% |
07.11.2024 | - | 0.10 CHF | - CHF | 361'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |