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 | 11.78% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 254'960 | 25'333 | 51'061 CHF | 5'561 CHF | 99.68% | 99.68% |
19.11.2024 | 13.39% | 0.20 CHF | 0.21 CHF | 260'000 | 50'000 | 287'229 | 25'335 | 50'802 CHF | 5'079 CHF | 99.65% | 99.65% |
18.11.2024 | 13.05% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 278'350 | 25'333 | 50'817 CHF | 5'268 CHF | 99.66% | 99.66% |
15.11.2024 | 8.47% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 218'376 | 29'341 | 51'162 CHF | 6'995 CHF | 56.34% | 56.34% |
14.11.2024 | 7.01% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 149'767 | 20'005 | 52'033 CHF | 7'433 CHF | 99.66% | 99.66% |
13.11.2024 | 7.88% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 169'492 | 25'788 | 51'746 CHF | 8'435 CHF | 96.79% | 96.79% |
12.11.2024 | 7.95% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 168'457 | 25'331 | 51'670 CHF | 8'378 CHF | 99.68% | 99.68% |
11.11.2024 | 6.98% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 149'899 | 20'290 | 52'071 CHF | 7'540 CHF | 96.92% | 96.92% |
08.11.2024 | 6.43% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 138'876 | 20'025 | 52'740 CHF | 8'082 CHF | 99.65% | 99.65% |
07.11.2024 | 6.30% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 130'612 | 20'021 | 50'828 CHF | 8'288 CHF | 99.68% | 99.68% |