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 | 6.34% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 342'971 | 342'970 | 52'386 CHF | 55'815 CHF | 99.48% | 99.48% |
19.11.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 317'061 | 317'061 | 52'113 CHF | 55'284 CHF | 99.35% | 99.35% |
18.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 340'898 | 340'898 | 52'219 CHF | 55'628 CHF | 99.32% | 99.32% |
15.11.2024 | 6.51% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 354'876 | 354'873 | 52'800 CHF | 56'348 CHF | 99.33% | 99.33% |
14.11.2024 | 9.08% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 473'678 | 473'608 | 49'835 CHF | 54'564 CHF | 99.28% | 99.28% |
13.11.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 422'905 | 422'893 | 45'658 CHF | 49'886 CHF | 99.10% | 99.10% |
12.11.2024 | 8.49% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 226'307 | 224'872 | 25'532 CHF | 27'638 CHF | 99.01% | 99.01% |
11.11.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 238'000 | 238'000 | 183'582 | 183'582 | 26'225 CHF | 28'061 CHF | 99.28% | 99.28% |
08.11.2024 | 4.35% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 116'126 | 116'126 | 26'119 CHF | 27'281 CHF | 99.43% | 99.43% |
07.11.2024 | 3.93% | 0.22 CHF | 0.23 CHF | 125'000 | 125'000 | 103'338 | 103'337 | 25'783 CHF | 26'816 CHF | 99.29% | 99.29% |