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 | 4.27% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 230'088 | 230'088 | 52'769 CHF | 55'070 CHF | 99.38% | 99.38% |
19.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 237'753 | 237'753 | 52'768 CHF | 55'145 CHF | 99.26% | 99.26% |
18.11.2024 | 5.23% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 280'570 | 280'570 | 52'194 CHF | 55'000 CHF | 99.31% | 99.31% |
15.11.2024 | 6.18% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 332'718 | 332'719 | 52'194 CHF | 55'522 CHF | 99.37% | 99.37% |
14.11.2024 | 8.10% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 436'842 | 432'509 | 51'813 CHF | 55'699 CHF | 99.38% | 99.38% |
13.11.2024 | 9.27% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 494'451 | 472'106 | 50'891 CHF | 53'532 CHF | 99.38% | 99.38% |
12.11.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 526'041 | 432'877 | 50'434 CHF | 46'472 CHF | 99.08% | 99.08% |
11.11.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 597'521 | 305'800 | 50'834 CHF | 29'083 CHF | 99.26% | 99.26% |
08.11.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 530'372 | 436'038 | 50'366 CHF | 46'461 CHF | 99.39% | 99.39% |
07.11.2024 | 10.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 549'158 | 363'436 | 50'721 CHF | 37'697 CHF | 99.27% | 99.27% |