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 | 14.94% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 30'093 | 31'102 CHF | 2'216 CHF | 93.92% | 93.92% |
19.11.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 29'800 | 25'537 CHF | 1'812 CHF | 99.65% | 99.65% |
18.11.2024 | 15.23% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 32'121 | 30'939 CHF | 2'210 CHF | 67.15% | 67.15% |
15.11.2024 | 11.07% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 29'797 | 42'974 CHF | 2'791 CHF | 99.66% | 99.66% |
14.11.2024 | 7.49% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 393'706 | 27'878 | 50'567 CHF | 3'795 CHF | 91.53% | 91.53% |
13.11.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 339'314 | 30'551 | 50'545 CHF | 4'876 CHF | 90.86% | 90.86% |
12.11.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 349'619 | 29'256 | 50'838 CHF | 4'525 CHF | 87.55% | 87.55% |
11.11.2024 | 5.98% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 314'410 | 28'853 | 50'999 CHF | 5'041 CHF | 97.37% | 97.37% |
08.11.2024 | 8.43% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 445'204 | 29'887 | 50'581 CHF | 3'800 CHF | 98.62% | 98.62% |
07.11.2024 | 11.81% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 29'935 | 39'912 CHF | 2'704 CHF | 97.62% | 97.62% |