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 | 6.14% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 89'108 | 89'108 | 14'746 CHF | 15'639 CHF | 99.42% | 99.42% |
19.11.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 190'000 | 190'000 | 86'540 | 86'540 | 12'803 CHF | 13'674 CHF | 100.00% | 100.00% |
18.11.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 80'094 | 80'094 | 17'190 CHF | 17'992 CHF | 99.86% | 99.86% |
15.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 170'000 | 170'000 | 80'043 | 80'043 | 15'480 CHF | 16'282 CHF | 99.72% | 99.72% |
14.11.2024 | 3.94% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 67'538 | 67'538 | 16'951 CHF | 17'629 CHF | 98.52% | 98.52% |
13.11.2024 | 4.37% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 71'939 | 71'939 | 17'051 CHF | 17'774 CHF | 100.00% | 100.00% |
12.11.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 160'000 | 160'000 | 72'048 | 72'048 | 17'436 CHF | 18'161 CHF | 99.19% | 99.19% |
11.11.2024 | 5.99% | 0.24 CHF | 0.25 CHF | 220'000 | 220'000 | 99'525 | 99'525 | 18'847 CHF | 19'850 CHF | 99.90% | 99.90% |
08.11.2024 | 8.97% | 0.13 CHF | 0.14 CHF | 220'000 | 220'000 | 103'768 | 103'768 | 11'929 CHF | 12'972 CHF | 99.06% | 99.06% |
07.11.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 230'000 | 230'000 | 102'238 | 102'238 | 12'663 CHF | 13'690 CHF | 99.68% | 99.68% |