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 | 5.38% | 0.21 CHF | 0.22 CHF | 240'000 | 20'000 | 279'953 | 7'475 | 50'585 CHF | 1'501 CHF | 99.63% | 99.63% |
19.11.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 300'000 | 20'000 | 318'363 | 7'476 | 51'011 CHF | 1'309 CHF | 99.65% | 99.65% |
18.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 420'000 | 20'000 | 424'842 | 7'515 | 50'485 CHF | 973 CHF | 98.51% | 98.51% |
15.11.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 500'000 | 20'000 | 460'308 | 7'476 | 50'445 CHF | 870 CHF | 99.65% | 99.65% |
14.11.2024 | 10.46% | 0.12 CHF | 0.13 CHF | 420'000 | 20'000 | 486'065 | 7'475 | 44'487 CHF | 847 CHF | 99.65% | 99.65% |
13.11.2024 | 7.23% | 0.11 CHF | 0.12 CHF | 460'000 | 20'000 | 365'730 | 7'783 | 50'227 CHF | 1'086 CHF | 90.86% | 90.86% |
12.11.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 360'000 | 20'000 | 384'508 | 7'479 | 50'552 CHF | 1'072 CHF | 99.48% | 99.48% |
11.11.2024 | 4.30% | 0.17 CHF | 0.18 CHF | 300'000 | 20'000 | 224'462 | 7'519 | 51'102 CHF | 1'640 CHF | 98.44% | 98.44% |
08.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180'000 | 20'000 | 186'178 | 7'476 | 51'288 CHF | 2'159 CHF | 99.64% | 99.64% |
07.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180'000 | 20'000 | 180'000 | 20'000 | 50'569 CHF | 5'819 CHF | 0.09% | 0.09% |