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 | 5.02% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 265'877 | 265'877 | 51'616 CHF | 54'275 CHF | 100.00% | 100.00% |
19.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'759 | 253'760 | 52'123 CHF | 54'661 CHF | 99.89% | 99.89% |
18.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 291'916 | 291'916 | 52'760 CHF | 55'679 CHF | 99.91% | 99.91% |
15.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'960 | 307'960 | 51'766 CHF | 54'845 CHF | 100.00% | 100.00% |
14.11.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 341'653 | 341'653 | 52'308 CHF | 55'724 CHF | 100.00% | 100.00% |
13.11.2024 | 5.89% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 316'929 | 316'929 | 52'204 CHF | 55'374 CHF | 100.00% | 100.00% |
12.11.2024 | 6.82% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 371'663 | 371'663 | 52'685 CHF | 56'402 CHF | 99.71% | 99.71% |
11.11.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 441'252 | 441'252 | 51'214 CHF | 55'627 CHF | 99.85% | 99.85% |
08.11.2024 | 8.13% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 436'594 | 431'159 | 51'511 CHF | 55'252 CHF | 100.00% | 100.00% |
07.11.2024 | 9.81% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 527'356 | 410'598 | 51'117 CHF | 44'576 CHF | 99.91% | 99.91% |