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 | 6.32% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 332'445 | 30'094 | 50'910 CHF | 5'037 CHF | 93.90% | 93.90% |
19.11.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 376'535 | 29'800 | 50'536 CHF | 4'296 CHF | 99.64% | 99.64% |
18.11.2024 | 6.35% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 333'511 | 32'123 | 50'844 CHF | 5'086 CHF | 67.14% | 67.14% |
15.11.2024 | 4.57% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 236'640 | 29'798 | 50'636 CHF | 6'556 CHF | 99.65% | 99.65% |
14.11.2024 | 3.23% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 170'243 | 27'880 | 51'873 CHF | 8'625 CHF | 91.51% | 91.51% |
13.11.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 151'893 | 29'232 | 51'369 CHF | 10'232 CHF | 97.09% | 97.09% |
12.11.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 151'901 | 29'258 | 51'657 CHF | 10'158 CHF | 87.54% | 87.54% |
11.11.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 141'694 | 28'855 | 52'052 CHF | 11'022 CHF | 97.32% | 97.32% |
08.11.2024 | 3.64% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 191'907 | 29'887 | 51'786 CHF | 8'612 CHF | 98.62% | 98.62% |
07.11.2024 | 4.85% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 249'604 | 29'935 | 50'207 CHF | 6'381 CHF | 97.62% | 97.62% |