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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 362'925 | 84'369 | 50'141 CHF | 12'583 CHF | 100.00% | 100.00% |
20.11.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 357'427 | 100'000 | 50'564 CHF | 15'165 CHF | 100.00% | 100.00% |
19.11.2024 | 7.31% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 345'596 | 98'650 | 49'846 CHF | 15'245 CHF | 100.00% | 100.00% |
18.11.2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 379'337 | 100'000 | 50'617 CHF | 14'366 CHF | 100.00% | 100.00% |
15.11.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 425'838 | 98'303 | 49'470 CHF | 12'436 CHF | 100.00% | 100.00% |
14.11.2024 | 10.59% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 495'322 | 99'349 | 46'271 CHF | 10'282 CHF | 99.28% | 99.28% |
13.11.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 443'304 | 99'355 | 50'043 CHF | 12'256 CHF | 87.09% | 87.09% |
12.11.2024 | 7.74% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 406'894 | 100'000 | 50'565 CHF | 13'465 CHF | 100.00% | 100.00% |
11.11.2024 | 6.09% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 320'797 | 100'000 | 51'113 CHF | 16'960 CHF | 100.00% | 100.00% |
08.11.2024 | 5.78% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 303'155 | 100'000 | 50'935 CHF | 17'842 CHF | 100.00% | 100.00% |