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 | 11.25% | 0.12 CHF | 0.14 CHF | 420'000 | 75'000 | 396'583 | 75'000 | 50'508 CHF | 10'728 CHF | 96.88% | 96.88% |
19.11.2024 | 8.55% | 0.13 CHF | 0.15 CHF | 390'000 | 75'000 | 366'436 | 75'000 | 50'521 CHF | 11'277 CHF | 96.71% | 96.71% |
18.11.2024 | 10.32% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 349'019 | 63'971 | 50'708 CHF | 10'119 CHF | 100.00% | 100.00% |
15.11.2024 | 8.33% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 252'881 | 50'000 | 50'168 CHF | 10'796 CHF | 83.19% | 83.19% |
14.11.2024 | 7.56% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 249'123 | 50'000 | 50'456 CHF | 10'944 CHF | 99.27% | 99.27% |
13.11.2024 | 7.49% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 222'696 | 49'685 | 50'550 CHF | 12'241 CHF | 95.44% | 95.44% |
12.11.2024 | 5.81% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 196'245 | 50'000 | 51'501 CHF | 13'920 CHF | 87.29% | 87.29% |
11.11.2024 | 4.57% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 181'107 | 50'000 | 50'630 CHF | 14'634 CHF | 99.46% | 99.46% |
08.11.2024 | 4.65% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 180'000 | 50'000 | 50'548 CHF | 14'711 CHF | 100.00% | 100.00% |
07.11.2024 | 5.61% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 179'919 | 48'746 | 51'902 CHF | 14'872 CHF | 99.05% | 99.05% |