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 | 6.46% | 0.31 CHF | 0.32 CHF | 160'000 | 50'000 | 183'594 | 25'337 | 51'647 CHF | 7'688 CHF | 99.66% | 99.66% |
19.11.2024 | 5.99% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 170'015 | 25'338 | 51'592 CHF | 8'132 CHF | 99.63% | 99.63% |
18.11.2024 | 6.05% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 171'356 | 25'335 | 51'403 CHF | 7'997 CHF | 99.64% | 99.64% |
15.11.2024 | 7.41% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 210'394 | 29'346 | 51'321 CHF | 8'436 CHF | 56.32% | 56.32% |
14.11.2024 | 12.44% | 0.16 CHF | 0.17 CHF | 310'000 | 25'000 | 355'818 | 20'007 | 50'765 CHF | 3'248 CHF | 99.63% | 99.63% |
13.11.2024 | 9.65% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 280'862 | 25'790 | 50'976 CHF | 5'164 CHF | 96.77% | 96.77% |
12.11.2024 | 9.86% | 0.19 CHF | 0.20 CHF | 260'000 | 50'000 | 283'457 | 25'335 | 50'950 CHF | 4'982 CHF | 99.64% | 99.64% |
11.11.2024 | 12.40% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 363'678 | 20'291 | 50'745 CHF | 3'217 CHF | 96.90% | 96.90% |