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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 11.36% | 0.40 CHF | 0.41 CHF | 130'000 | 20'000 | 157'320 | 11'867 | 52'089 CHF | 4'472 CHF | 99.61% | 99.61% |
20.11.2024 | 12.55% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 179'512 | 12'934 | 51'205 CHF | 4'105 CHF | 99.64% | 99.64% |
19.11.2024 | 13.95% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 202'507 | 12'934 | 51'172 CHF | 3'662 CHF | 99.62% | 99.62% |
18.11.2024 | 14.03% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 197'662 | 12'932 | 50'980 CHF | 3'767 CHF | 99.66% | 99.66% |
15.11.2024 | 12.57% | 0.28 CHF | 0.29 CHF | 180'000 | 20'000 | 177'673 | 11'868 | 51'330 CHF | 3'839 CHF | 99.58% | 99.58% |
14.11.2024 | 6.54% | 0.48 CHF | 0.50 CHF | 110'000 | 20'000 | 93'062 | 11'865 | 51'933 CHF | 6'954 CHF | 99.66% | 99.66% |
13.11.2024 | 7.10% | 0.67 CHF | 0.69 CHF | 80'000 | 20'000 | 96'309 | 11'993 | 51'693 CHF | 7'126 CHF | 96.83% | 96.83% |
12.11.2024 | 6.20% | 0.48 CHF | 0.50 CHF | 110'000 | 20'000 | 91'671 | 11'866 | 53'269 CHF | 7'221 CHF | 99.67% | 99.67% |
11.11.2024 | 5.56% | 0.59 CHF | 0.61 CHF | 90'000 | 20'000 | 81'191 | 11'883 | 54'153 CHF | 8'266 CHF | 98.75% | 98.75% |
08.11.2024 | 10.33% | 0.58 CHF | 0.59 CHF | 90'000 | 20'000 | 139'643 | 11'882 | 51'779 CHF | 5'222 CHF | 99.67% | 99.67% |