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 | 6.09% | 0.25 CHF | 0.26 CHF | 407'000 | 407'000 | 159'147 | 159'147 | 37'342 CHF | 39'288 CHF | 99.82% | 99.82% |
19.11.2024 | 11.12% | 0.20 CHF | 0.21 CHF | 503'500 | 503'500 | 138'503 | 138'503 | 25'970 CHF | 27'499 CHF | 99.92% | 99.92% |
18.11.2024 | 4.44% | 0.19 CHF | 0.20 CHF | 372'400 | 372'400 | 137'154 | 137'154 | 29'729 CHF | 31'103 CHF | 99.90% | 99.90% |
15.11.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 454'100 | 454'100 | 170'820 | 170'820 | 36'057 CHF | 37'768 CHF | 99.53% | 99.53% |
14.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 449'000 | 449'000 | 177'374 | 177'374 | 34'384 CHF | 36'161 CHF | 100.00% | 100.00% |
13.11.2024 | 5.99% | 0.19 CHF | 0.20 CHF | 588'200 | 588'200 | 219'039 | 219'039 | 37'442 CHF | 39'636 CHF | 100.00% | 100.00% |
12.11.2024 | 11.93% | 0.16 CHF | 0.17 CHF | 645'500 | 645'500 | 156'563 | 156'563 | 23'069 CHF | 24'848 CHF | 99.95% | 99.95% |
11.11.2024 | 16.23% | 0.13 CHF | 0.14 CHF | 742'600 | 742'600 | 204'456 | 204'456 | 25'179 CHF | 27'429 CHF | 99.88% | 99.88% |
08.11.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 660'000 | 660'000 | 265'094 | 265'094 | 33'912 CHF | 36'567 CHF | 100.00% | 100.00% |
07.11.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 609'500 | 609'500 | 236'982 | 236'982 | 31'864 CHF | 34'248 CHF | 99.87% | 99.87% |