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 | 5.52% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 87'632 | 87'632 | 15'802 CHF | 16'682 CHF | 99.42% | 99.42% |
19.11.2024 | 5.15% | 0.16 CHF | 0.17 CHF | 180'000 | 180'000 | 83'259 | 83'259 | 15'538 CHF | 16'374 CHF | 99.35% | 99.35% |
18.11.2024 | 3.82% | 0.23 CHF | 0.24 CHF | 170'000 | 170'000 | 76'740 | 76'740 | 20'196 CHF | 20'966 CHF | 97.95% | 97.95% |
15.11.2024 | 7.90% | 0.23 CHF | 0.24 CHF | 260'000 | 260'000 | 86'797 | 86'797 | 15'381 CHF | 16'254 CHF | 97.59% | 97.59% |
14.11.2024 | 15.00% | 0.17 CHF | 0.18 CHF | 270'000 | 270'000 | 107'326 | 107'326 | 17'428 CHF | 18'764 CHF | 59.02% | 88.38% |
13.11.2024 | 12.59% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 134'857 | 134'857 | 10'154 CHF | 11'508 CHF | 99.78% | 99.78% |
12.11.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 134'203 | 134'203 | 9'069 CHF | 10'417 CHF | 100.00% | 100.00% |
11.11.2024 | 17.39% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 134'908 | 134'908 | 7'668 CHF | 9'023 CHF | 99.90% | 99.90% |
08.11.2024 | 18.69% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 135'894 | 135'894 | 6'609 CHF | 7'973 CHF | 100.00% | 100.00% |
07.11.2024 | 16.68% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 135'036 | 135'036 | 7'639 CHF | 8'995 CHF | 99.85% | 99.85% |