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 | 4.83% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 25'322 CHF | 26'572 CHF | 72.57% | 72.57% |
19.11.2024 | 4.67% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 26'218 CHF | 27'468 CHF | 71.09% | 71.09% |
18.11.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 125'000 | 125'000 | 128'176 | 128'176 | 21'956 CHF | 23'238 CHF | 77.31% | 77.31% |
15.11.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 21'503 CHF | 23'003 CHF | 94.06% | 94.06% |
14.11.2024 | 5.70% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 136'109 | 136'107 | 23'342 CHF | 24'703 CHF | 70.77% | 70.77% |
13.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 127'254 | 127'253 | 23'837 CHF | 25'109 CHF | 93.16% | 93.16% |
12.11.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 144'565 | 144'565 | 24'662 CHF | 26'107 CHF | 74.60% | 74.60% |
11.11.2024 | 8.94% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 174'554 | 174'554 | 18'710 CHF | 20'456 CHF | 92.25% | 92.25% |
08.11.2024 | 9.19% | 0.12 CHF | 0.13 CHF | 175'000 | 175'000 | 180'357 | 180'357 | 18'859 CHF | 20'662 CHF | 96.00% | 96.00% |
07.11.2024 | 17.90% | 0.06 CHF | 0.07 CHF | 275'000 | 275'000 | 302'396 | 285'190 | 15'431 CHF | 17'506 CHF | 99.90% | 99.90% |