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 | 15.36% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 339'032 | 25'333 | 50'690 CHF | 4'274 CHF | 99.68% | 99.68% |
19.11.2024 | 18.27% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 400'494 | 25'335 | 50'517 CHF | 3'796 CHF | 99.66% | 99.66% |
18.11.2024 | 17.71% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 384'574 | 25'332 | 50'591 CHF | 3'981 CHF | 99.66% | 99.66% |
15.11.2024 | 10.57% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 280'457 | 29'340 | 50'960 CHF | 5'501 CHF | 56.35% | 56.35% |
14.11.2024 | 8.14% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 173'090 | 20'005 | 51'310 CHF | 6'414 CHF | 99.66% | 99.66% |
13.11.2024 | 9.44% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 200'074 | 25'788 | 50'951 CHF | 7'133 CHF | 96.80% | 96.80% |
12.11.2024 | 9.47% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 199'155 | 25'331 | 51'006 CHF | 7'098 CHF | 99.68% | 99.68% |
11.11.2024 | 8.13% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 172'691 | 20'290 | 51'268 CHF | 6'518 CHF | 96.92% | 96.92% |
08.11.2024 | 7.37% | 0.31 CHF | 0.32 CHF | 160'000 | 25'000 | 158'372 | 20'025 | 52'234 CHF | 7'082 CHF | 99.66% | 99.66% |
07.11.2024 | 7.22% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 150'286 | 20'021 | 50'959 CHF | 7'287 CHF | 99.68% | 99.68% |