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 | 9.05% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 477'714 | 477'713 | 50'482 CHF | 55'259 CHF | 100.00% | 100.00% |
19.11.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 421'794 | 407'368 | 51'489 CHF | 54'279 CHF | 99.50% | 99.50% |
18.11.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 580'183 | 306'268 | 51'379 CHF | 30'254 CHF | 99.94% | 99.94% |
15.11.2024 | 10.21% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 556'096 | 345'123 | 51'734 CHF | 35'940 CHF | 100.00% | 100.00% |
14.11.2024 | 8.25% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 438'481 | 438'481 | 50'994 CHF | 55'378 CHF | 100.00% | 100.00% |
13.11.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 394'230 | 394'230 | 51'886 CHF | 55'829 CHF | 100.00% | 100.00% |
12.11.2024 | 8.55% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 466'281 | 459'469 | 52'234 CHF | 56'079 CHF | 99.98% | 99.98% |
11.11.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 497'891 | 469'533 | 50'904 CHF | 52'855 CHF | 100.00% | 100.00% |
08.11.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 411'091 | 411'091 | 51'811 CHF | 55'921 CHF | 98.94% | 98.94% |
07.11.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'221 | 476'221 | 51'722 CHF | 56'484 CHF | 85.85% | 85.85% |