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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 54'992 CHF | 9'665 CHF | 99.16% | 99.16% |
20.11.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 300'000 | 50'000 | 300'000 | 93'296 | 65'406 CHF | 21'189 CHF | 99.17% | 99.17% |
19.11.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 256'504 | 85'501 | 63'646 CHF | 22'070 CHF | 99.17% | 99.17% |
18.11.2024 | 6.14% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 351'933 | 117'311 | 55'332 CHF | 19'617 CHF | 99.23% | 99.23% |
15.11.2024 | 9.52% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 525'001 | 175'000 | 52'367 CHF | 19'206 CHF | 99.17% | 99.17% |
14.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 48'005 CHF | 18'002 CHF | 99.16% | 99.16% |
13.11.2024 | 11.81% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 47'808 CHF | 17'936 CHF | 99.16% | 99.16% |
12.11.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 613'064 | 204'355 | 48'292 CHF | 18'141 CHF | 99.17% | 99.17% |
11.11.2024 | 11.94% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 612'681 | 204'227 | 48'226 CHF | 18'118 CHF | 99.17% | 99.17% |
08.11.2024 | 13.28% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 746'373 | 248'791 | 52'485 CHF | 19'983 CHF | 99.17% | 99.17% |