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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 300'000 | 50'000 | 295'735 | 50'000 | 45'417 CHF | 8'183 CHF | 99.16% | 99.16% |
20.11.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 300'000 | 50'000 | 320'757 | 49'947 | 52'457 CHF | 8'716 CHF | 99.05% | 99.17% |
19.11.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 450'000 | 50'000 | 429'566 | 50'000 | 57'814 CHF | 7'316 CHF | 99.01% | 99.07% |
18.11.2024 | 4.85% | 0.18 CHF | 0.19 CHF | 300'000 | 50'000 | 291'075 | 50'000 | 58'874 CHF | 10'686 CHF | 99.23% | 99.23% |
15.11.2024 | 3.06% | 0.28 CHF | 0.29 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 72'762 CHF | 16'669 CHF | 99.17% | 99.17% |
14.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 90'202 CHF | 20'545 CHF | 99.15% | 99.15% |
13.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 94'738 CHF | 21'553 CHF | 99.16% | 99.16% |
12.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 98'462 CHF | 22'380 CHF | 99.16% | 99.16% |
11.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 100'597 CHF | 22'855 CHF | 99.17% | 99.17% |
08.11.2024 | 2.02% | 0.45 CHF | 0.46 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 110'578 CHF | 25'073 CHF | 99.16% | 99.16% |