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 | 6.37% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 344'416 | 344'399 | 52'361 CHF | 55'802 CHF | 99.39% | 99.39% |
19.11.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 394'464 | 394'464 | 51'629 CHF | 55'574 CHF | 97.99% | 97.99% |
18.11.2024 | 6.15% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 329'434 | 329'434 | 51'937 CHF | 55'232 CHF | 99.25% | 99.25% |
15.11.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 302'123 | 302'119 | 51'478 CHF | 54'499 CHF | 99.35% | 99.35% |
14.11.2024 | 4.14% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 213'244 | 213'225 | 50'412 CHF | 52'540 CHF | 99.42% | 99.42% |
13.11.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 187'791 | 187'792 | 46'758 CHF | 48'636 CHF | 98.88% | 98.88% |
12.11.2024 | 4.12% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 113'410 | 113'414 | 26'965 CHF | 28'100 CHF | 99.06% | 99.06% |
11.11.2024 | 6.32% | 0.25 CHF | 0.26 CHF | 113'000 | 113'000 | 172'966 | 172'971 | 26'559 CHF | 28'290 CHF | 99.27% | 99.27% |
08.11.2024 | 10.72% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 290'430 | 160'040 | 25'644 CHF | 15'883 CHF | 99.30% | 99.30% |
07.11.2024 | 11.34% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 301'020 | 155'665 | 25'046 CHF | 14'507 CHF | 99.27% | 99.27% |