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 | 12.52% | 0.12 CHF | 0.13 CHF | 430'000 | 50'000 | 365'219 | 25'336 | 50'690 CHF | 3'861 CHF | 99.66% | 99.66% |
19.11.2024 | 14.88% | 0.14 CHF | 0.14 CHF | 380'000 | 50'000 | 437'094 | 25'337 | 50'634 CHF | 3'381 CHF | 99.63% | 99.63% |
18.11.2024 | 14.34% | 0.13 CHF | 0.14 CHF | 400'000 | 50'000 | 417'528 | 25'335 | 50'646 CHF | 3'565 CHF | 99.64% | 99.64% |
15.11.2024 | 9.29% | 0.15 CHF | 0.16 CHF | 350'000 | 50'000 | 301'175 | 29'346 | 50'837 CHF | 5'054 CHF | 56.32% | 56.32% |
14.11.2024 | 6.28% | 0.28 CHF | 0.29 CHF | 190'000 | 25'000 | 180'111 | 20'007 | 51'504 CHF | 6'073 CHF | 99.63% | 99.63% |
13.11.2024 | 7.25% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 210'441 | 25'792 | 51'418 CHF | 6'712 CHF | 96.76% | 96.76% |
12.11.2024 | 7.29% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 208'527 | 25'335 | 51'294 CHF | 6'686 CHF | 99.64% | 99.64% |
11.11.2024 | 6.18% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 180'728 | 20'291 | 51'831 CHF | 6'174 CHF | 96.90% | 96.90% |
08.11.2024 | 5.65% | 0.30 CHF | 0.31 CHF | 170'000 | 25'000 | 160'770 | 20'027 | 51'385 CHF | 6'745 CHF | 99.63% | 99.63% |
07.11.2024 | 5.50% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 158'997 | 20'023 | 52'296 CHF | 6'948 CHF | 99.65% | 99.65% |