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 | 9.97% | 0.14 CHF | 0.15 CHF | 520'000 | 520'000 | 181'938 | 181'938 | 20'956 CHF | 22'777 CHF | 99.69% | 99.69% |
19.11.2024 | 10.15% | 0.09 CHF | 0.10 CHF | 510'000 | 510'000 | 179'747 | 179'747 | 16'642 CHF | 18'441 CHF | 100.00% | 100.00% |
18.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 174'357 | 174'357 | 19'042 CHF | 20'788 CHF | 99.88% | 99.88% |
15.11.2024 | 7.79% | 0.12 CHF | 0.13 CHF | 450'000 | 450'000 | 155'102 | 155'102 | 19'216 CHF | 20'769 CHF | 100.00% | 100.00% |
14.11.2024 | 7.58% | 0.16 CHF | 0.17 CHF | 480'000 | 480'000 | 163'098 | 163'098 | 22'837 CHF | 24'473 CHF | 99.52% | 99.52% |
13.11.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 470'000 | 470'000 | 166'272 | 166'272 | 21'730 CHF | 23'400 CHF | 99.95% | 99.95% |
12.11.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 410'000 | 410'000 | 145'200 | 145'200 | 20'826 CHF | 22'285 CHF | 99.98% | 99.98% |
11.11.2024 | 6.40% | 0.18 CHF | 0.19 CHF | 430'000 | 430'000 | 149'908 | 149'908 | 25'012 CHF | 26'517 CHF | 99.72% | 99.72% |
08.11.2024 | 4.56% | 0.17 CHF | 0.18 CHF | 380'000 | 380'000 | 102'454 | 102'454 | 17'041 CHF | 18'066 CHF | 94.02% | 97.32% |
07.11.2024 | 3.48% | 0.32 CHF | 0.33 CHF | 390'000 | 390'000 | 133'799 | 133'799 | 41'066 CHF | 42'410 CHF | 99.85% | 99.85% |