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 | 8.35% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 179'649 | 25'333 | 51'691 CHF | 7'772 CHF | 99.69% | 99.69% |
19.11.2024 | 9.18% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 195'250 | 25'334 | 51'545 CHF | 7'284 CHF | 99.66% | 99.66% |
18.11.2024 | 9.02% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 189'867 | 25'332 | 51'281 CHF | 7'484 CHF | 99.66% | 99.66% |
15.11.2024 | 6.31% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 158'908 | 29'339 | 51'369 CHF | 9'563 CHF | 56.35% | 56.35% |
14.11.2024 | 5.63% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 119'988 | 20'005 | 52'208 CHF | 9'185 CHF | 99.66% | 99.66% |
13.11.2024 | 6.20% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'105 | 25'788 | 51'038 CHF | 10'678 CHF | 96.80% | 96.80% |
12.11.2024 | 6.24% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'122 | 25'331 | 51'227 CHF | 10'577 CHF | 99.67% | 99.67% |
11.11.2024 | 5.66% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 120'103 | 20'290 | 52'116 CHF | 9'297 CHF | 96.92% | 96.92% |
08.11.2024 | 5.27% | 0.45 CHF | 0.46 CHF | 120'000 | 25'000 | 110'287 | 20'025 | 51'353 CHF | 9'800 CHF | 99.66% | 99.66% |
07.11.2024 | 5.18% | 0.48 CHF | 0.49 CHF | 110'000 | 25'000 | 110'000 | 20'021 | 52'283 CHF | 10'010 CHF | 99.68% | 99.68% |