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 | 7.56% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 404'562 | 404'562 | 51'506 CHF | 55'551 CHF | 100.00% | 100.00% |
19.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 349'279 | 349'279 | 52'120 CHF | 55'613 CHF | 99.91% | 99.91% |
18.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 429'917 | 429'917 | 51'327 CHF | 55'626 CHF | 99.91% | 99.91% |
15.11.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 481'647 | 481'648 | 51'592 CHF | 56'409 CHF | 100.00% | 100.00% |
14.11.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 449'982 | 449'982 | 51'870 CHF | 56'370 CHF | 100.00% | 100.00% |
13.11.2024 | 6.30% | 0.14 CHF | 0.15 CHF | 325'000 | 325'000 | 337'647 | 337'648 | 51'953 CHF | 55'330 CHF | 100.00% | 100.00% |
12.11.2024 | 7.33% | 0.18 CHF | 0.19 CHF | 325'000 | 325'000 | 397'145 | 397'145 | 52'308 CHF | 56'279 CHF | 99.68% | 99.68% |
11.11.2024 | 11.01% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 589'502 | 329'550 | 50'642 CHF | 31'867 CHF | 99.90% | 99.90% |
08.11.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 594'232 | 371'858 | 51'001 CHF | 36'409 CHF | 100.00% | 100.00% |
07.11.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 824'825 | 417'576 | 50'700 CHF | 29'846 CHF | 99.90% | 99.90% |