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 | 9.05% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 470'390 | 30'097 | 49'722 CHF | 3'640 CHF | 93.86% | 93.86% |
19.11.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 29'803 | 42'134 CHF | 2'799 CHF | 99.61% | 99.61% |
18.11.2024 | 8.48% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 424'790 | 32'132 | 48'571 CHF | 3'844 CHF | 67.07% | 67.07% |
15.11.2024 | 4.49% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 232'128 | 29'800 | 50'533 CHF | 6'640 CHF | 99.62% | 99.62% |
14.11.2024 | 2.74% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 144'949 | 27'881 | 52'089 CHF | 10'086 CHF | 91.44% | 91.44% |
13.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 124'586 | 30'329 | 51'927 CHF | 13'036 CHF | 91.84% | 91.84% |
12.11.2024 | 2.26% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 118'657 | 29'262 | 51'799 CHF | 12'892 CHF | 87.51% | 87.51% |
11.11.2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 108'076 | 28'861 | 52'005 CHF | 14'411 CHF | 97.24% | 97.24% |
08.11.2024 | 3.00% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 158'557 | 29'892 | 51'995 CHF | 10'585 CHF | 98.55% | 98.55% |
07.11.2024 | 4.42% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 228'556 | 29'936 | 50'513 CHF | 7'030 CHF | 97.61% | 97.61% |