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 | 4.38% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 211'045 | 52'698 | 50'320 CHF | 13'022 CHF | 99.58% | 99.58% |
19.11.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 250'121 | 52'702 | 50'592 CHF | 11'177 CHF | 99.51% | 99.51% |
18.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 206'637 | 52'689 | 50'450 CHF | 13'408 CHF | 99.59% | 99.59% |
15.11.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 356'951 | 61'846 | 50'740 CHF | 9'416 CHF | 88.69% | 88.69% |
14.11.2024 | 5.10% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 264'726 | 57'073 | 50'747 CHF | 12'235 CHF | 71.79% | 83.90% |
13.11.2024 | 2.78% | 0.31 CHF | 0.34 CHF | 170'000 | 75'000 | 145'204 | 51'583 | 51'582 CHF | 18'822 CHF | 74.95% | 95.81% |
12.11.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 133'445 | 52'730 | 51'856 CHF | 20'914 CHF | 99.44% | 99.45% |
11.11.2024 | 2.03% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 92'261 | 52'685 | 51'795 CHF | 30'258 CHF | 99.61% | 99.61% |
08.11.2024 | 1.87% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 88'804 | 24'866 | 54'569 CHF | 15'572 CHF | 58.82% | 58.82% |
07.11.2024 | 1.68% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 80'627 | 51'162 | 52'246 CHF | 34'185 CHF | 88.19% | 88.19% |