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 | 8.88% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 174'162 | 30'433 | 51'741 CHF | 9'721 CHF | 99.67% | 99.67% |
19.11.2024 | 9.33% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 180'895 | 30'432 | 51'302 CHF | 9'418 CHF | 99.68% | 99.68% |
18.11.2024 | 10.44% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 199'258 | 30'440 | 50'947 CHF | 8'981 CHF | 99.47% | 99.47% |
15.11.2024 | 9.92% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 192'394 | 30'433 | 50'927 CHF | 8'764 CHF | 99.68% | 99.68% |
14.11.2024 | 7.65% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 148'413 | 30'422 | 51'719 CHF | 11'355 CHF | 99.61% | 99.61% |
13.11.2024 | 6.46% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 121'562 | 30'383 | 51'073 CHF | 13'544 CHF | 97.61% | 97.61% |
12.11.2024 | 5.32% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 103'203 | 30'453 | 52'356 CHF | 16'193 CHF | 99.30% | 99.30% |
11.11.2024 | 4.92% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 96'388 | 30'433 | 52'995 CHF | 17'479 CHF | 99.67% | 99.67% |
08.11.2024 | 4.37% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 86'247 | 30'433 | 53'655 CHF | 19'765 CHF | 99.68% | 99.68% |
07.11.2024 | 5.04% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 97'959 | 30'432 | 53'071 CHF | 17'580 CHF | 99.68% | 99.68% |