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 | 17.60% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 355'689 | 30'432 | 50'817 CHF | 5'094 CHF | 99.67% | 99.67% |
19.11.2024 | 18.54% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 372'591 | 30'432 | 50'567 CHF | 4'937 CHF | 99.68% | 99.68% |
18.11.2024 | 21.41% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 430'497 | 30'443 | 50'525 CHF | 4'637 CHF | 99.48% | 99.48% |
15.11.2024 | 19.84% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 403'673 | 30'432 | 50'617 CHF | 4'581 CHF | 99.67% | 99.67% |
14.11.2024 | 14.43% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 285'062 | 30'426 | 50'738 CHF | 6'186 CHF | 99.64% | 99.64% |
13.11.2024 | 11.90% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 226'644 | 30'383 | 50'167 CHF | 7'519 CHF | 97.61% | 97.61% |
12.11.2024 | 9.49% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 184'034 | 30'453 | 51'267 CHF | 9'272 CHF | 99.29% | 99.29% |
11.11.2024 | 8.65% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 168'733 | 30'432 | 51'729 CHF | 10'110 CHF | 99.67% | 99.67% |
08.11.2024 | 7.42% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 142'992 | 30'427 | 51'590 CHF | 11'799 CHF | 99.65% | 99.65% |
07.11.2024 | 8.66% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 166'883 | 30'432 | 51'596 CHF | 10'423 CHF | 99.67% | 99.67% |