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 | 5.95% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 316'552 | 316'541 | 51'594 CHF | 54'757 CHF | 99.41% | 99.41% |
19.11.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'539 | 251'539 | 51'766 CHF | 54'281 CHF | 97.44% | 97.44% |
18.11.2024 | 5.60% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 300'598 | 300'598 | 52'296 CHF | 55'302 CHF | 97.79% | 97.79% |
15.11.2024 | 9.40% | 0.15 CHF | 0.16 CHF | 400'000 | 400'000 | 507'459 | 421'627 | 51'568 CHF | 47'934 CHF | 98.33% | 98.33% |
14.11.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 776'691 | 397'862 | 50'310 CHF | 29'778 CHF | 97.87% | 97.87% |
13.11.2024 | 14.32% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 698'978 | 358'692 | 45'274 CHF | 26'826 CHF | 99.34% | 99.34% |
12.11.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 388'000 | 200'000 | 407'002 | 207'995 | 25'032 CHF | 14'875 CHF | 98.91% | 98.91% |
11.11.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 425'899 | 217'865 | 24'894 CHF | 14'908 CHF | 99.32% | 99.32% |
08.11.2024 | 12.93% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 347'281 | 179'793 | 25'114 CHF | 14'806 CHF | 98.89% | 98.89% |
07.11.2024 | 9.76% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 258'541 | 218'914 | 25'210 CHF | 23'822 CHF | 98.88% | 98.88% |