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 | 6.40% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'836 | 344'836 | 52'172 CHF | 55'621 CHF | 100.00% | 100.00% |
19.11.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 256'536 | 256'536 | 52'012 CHF | 54'578 CHF | 99.91% | 99.91% |
18.11.2024 | 5.51% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 301'955 | 301'955 | 53'346 CHF | 56'366 CHF | 99.90% | 99.90% |
15.11.2024 | 5.75% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 307'608 | 307'612 | 51'965 CHF | 55'042 CHF | 100.00% | 100.00% |
14.11.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 337'993 | 338'001 | 52'339 CHF | 55'721 CHF | 100.00% | 100.00% |
13.11.2024 | 5.63% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 301'209 | 301'208 | 52'035 CHF | 55'047 CHF | 100.00% | 100.00% |
12.11.2024 | 9.39% | 0.15 CHF | 0.16 CHF | 400'000 | 400'000 | 506'683 | 414'872 | 51'503 CHF | 47'260 CHF | 99.66% | 99.66% |
11.11.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 540'507 | 391'304 | 50'854 CHF | 41'176 CHF | 99.90% | 99.90% |
08.11.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 403'072 | 403'072 | 51'819 CHF | 55'850 CHF | 100.00% | 100.00% |
07.11.2024 | 8.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 451'421 | 451'421 | 51'422 CHF | 55'936 CHF | 99.91% | 99.91% |