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 | 9.76% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 490'815 | 30'094 | 48'009 CHF | 3'325 CHF | 93.90% | 93.90% |
19.11.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 29'801 | 42'178 CHF | 2'805 CHF | 99.64% | 99.64% |
18.11.2024 | 9.85% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 484'225 | 32'126 | 47'317 CHF | 3'334 CHF | 67.11% | 67.11% |
15.11.2024 | 7.17% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 375'303 | 29'798 | 50'477 CHF | 4'232 CHF | 99.65% | 99.65% |
14.11.2024 | 4.90% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 253'257 | 27'880 | 50'399 CHF | 5'720 CHF | 91.51% | 91.51% |
13.11.2024 | 4.52% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 224'195 | 30'382 | 50'224 CHF | 7'158 CHF | 91.61% | 91.61% |
12.11.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 224'659 | 29'258 | 50'475 CHF | 6'818 CHF | 87.53% | 87.53% |
11.11.2024 | 3.99% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 205'669 | 28'858 | 50'472 CHF | 7'476 CHF | 97.28% | 97.28% |
08.11.2024 | 5.54% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 290'082 | 29'888 | 50'893 CHF | 5'710 CHF | 98.61% | 98.61% |
07.11.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 392'777 | 29'936 | 50'644 CHF | 4'183 CHF | 97.61% | 97.61% |