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 | 7.75% | 0.21 CHF | 0.22 CHF | 250'000 | 50'000 | 223'494 | 25'336 | 51'260 CHF | 6'147 CHF | 99.66% | 99.66% |
19.11.2024 | 8.69% | 0.23 CHF | 0.24 CHF | 230'000 | 50'000 | 247'938 | 25'337 | 51'085 CHF | 5'664 CHF | 99.64% | 99.64% |
18.11.2024 | 8.48% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 241'178 | 25'334 | 51'096 CHF | 5'856 CHF | 99.65% | 99.65% |
15.11.2024 | 6.26% | 0.24 CHF | 0.25 CHF | 220'000 | 50'000 | 195'027 | 29'348 | 51'170 CHF | 7'712 CHF | 56.31% | 56.31% |
14.11.2024 | 4.84% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 138'247 | 20'006 | 52'058 CHF | 7'885 CHF | 99.64% | 99.64% |
13.11.2024 | 5.37% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 153'727 | 25'791 | 51'381 CHF | 9'033 CHF | 96.76% | 96.76% |
12.11.2024 | 5.42% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 154'172 | 25'334 | 51'751 CHF | 8'961 CHF | 99.65% | 99.65% |
11.11.2024 | 4.78% | 0.36 CHF | 0.37 CHF | 150'000 | 25'000 | 139'726 | 20'291 | 52'580 CHF | 7'991 CHF | 96.91% | 96.91% |
08.11.2024 | 4.46% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 129'717 | 20'026 | 52'986 CHF | 8'524 CHF | 99.64% | 99.64% |
07.11.2024 | 4.37% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 122'737 | 20'022 | 51'291 CHF | 8'732 CHF | 99.66% | 99.66% |