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 | 5.29% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 288'662 | 288'662 | 53'131 CHF | 56'017 CHF | 99.39% | 99.39% |
19.11.2024 | 7.36% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 406'451 | 398'732 | 53'385 CHF | 56'259 CHF | 99.29% | 99.29% |
18.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 684'367 | 354'315 | 50'778 CHF | 29'830 CHF | 99.26% | 99.26% |
15.11.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 795'260 | 406'130 | 50'944 CHF | 30'092 CHF | 99.39% | 99.39% |
14.11.2024 | 16.21% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 894'654 | 456'901 | 50'740 CHF | 30'474 CHF | 99.35% | 99.35% |
13.11.2024 | 14.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 786'107 | 402'400 | 50'289 CHF | 29'786 CHF | 99.36% | 99.36% |
12.11.2024 | 13.01% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 697'961 | 362'415 | 50'177 CHF | 29'679 CHF | 99.08% | 99.08% |
11.11.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 602'691 | 312'635 | 50'252 CHF | 29'194 CHF | 99.29% | 99.29% |
08.11.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 509'782 | 471'297 | 49'889 CHF | 51'041 CHF | 99.39% | 99.39% |
07.11.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 430'661 | 423'303 | 51'925 CHF | 55'368 CHF | 99.30% | 99.30% |