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 | 8.83% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 223'786 | 75'000 | 50'516 CHF | 18'530 CHF | 99.98% | 99.98% |
19.11.2024 | 5.33% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 271'379 | 75'000 | 50'789 CHF | 14'871 CHF | 97.59% | 97.59% |
18.11.2024 | 6.11% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 266'068 | 63'983 | 50'756 CHF | 12'721 CHF | 99.20% | 99.20% |
15.11.2024 | 3.15% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 146'634 | 50'000 | 51'883 CHF | 18'839 CHF | 78.43% | 78.43% |
14.11.2024 | 1.88% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'482 | 50'000 | 52'730 CHF | 30'038 CHF | 99.44% | 99.44% |
13.11.2024 | 2.03% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 95'358 | 49'818 | 52'525 CHF | 28'058 CHF | 98.88% | 98.88% |
12.11.2024 | 1.81% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 86'698 | 50'000 | 52'482 CHF | 30'932 CHF | 87.66% | 87.66% |
11.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 91'076 | 50'000 | 52'988 CHF | 29'645 CHF | 98.45% | 98.45% |
08.11.2024 | 2.16% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 104'362 | 50'000 | 52'336 CHF | 25'675 CHF | 100.00% | 100.00% |
07.11.2024 | 2.40% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 110'114 | 72'384 | 52'226 CHF | 35'642 CHF | 98.36% | 98.36% |