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 | 16.30% | 0.12 CHF | 0.14 CHF | 420'000 | 75'000 | 427'868 | 75'000 | 50'509 CHF | 10'461 CHF | 100.00% | 100.00% |
19.11.2024 | 9.80% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 490'445 | 75'000 | 48'767 CHF | 8'244 CHF | 97.59% | 97.59% |
18.11.2024 | 11.12% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 472'181 | 63'966 | 48'347 CHF | 7'116 CHF | 99.94% | 99.94% |
15.11.2024 | 4.85% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 234'585 | 50'000 | 50'940 CHF | 11'873 CHF | 78.31% | 78.31% |
14.11.2024 | 2.78% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 131'500 | 50'000 | 52'071 CHF | 20'398 CHF | 99.44% | 99.44% |
13.11.2024 | 2.97% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 141'814 | 49'818 | 51'907 CHF | 18'835 CHF | 98.88% | 98.88% |
12.11.2024 | 2.58% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'731 | 50'000 | 52'071 CHF | 21'198 CHF | 87.66% | 87.66% |
11.11.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'539 | 50'000 | 51'897 CHF | 20'158 CHF | 98.45% | 98.45% |
08.11.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 157'671 | 50'000 | 51'802 CHF | 17'042 CHF | 100.00% | 100.00% |
07.11.2024 | 3.62% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 166'136 | 72'384 | 51'486 CHF | 23'668 CHF | 98.36% | 98.36% |