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 | 6.40% | 0.08 CHF | 0.08 CHF | 695'000 | 695'000 | 694'467 | 694'467 | 52'592 CHF | 56'064 CHF | 99.45% | 99.45% |
19.11.2024 | 6.33% | 0.08 CHF | 0.09 CHF | 694'300 | 694'300 | 736'269 | 736'269 | 56'306 CHF | 59'987 CHF | 98.77% | 98.77% |
18.11.2024 | 6.79% | 0.08 CHF | 0.09 CHF | 748'700 | 748'700 | 809'287 | 809'287 | 57'581 CHF | 61'628 CHF | 98.78% | 98.78% |
15.11.2024 | 7.40% | 0.07 CHF | 0.07 CHF | 828'400 | 828'400 | 874'411 | 874'411 | 56'903 CHF | 61'275 CHF | 100.00% | 100.00% |
14.11.2024 | 8.01% | 0.06 CHF | 0.07 CHF | 889'000 | 889'000 | 815'883 | 815'883 | 48'922 CHF | 53'001 CHF | 100.00% | 100.00% |
13.11.2024 | 7.45% | 0.06 CHF | 0.07 CHF | 794'800 | 794'800 | 753'833 | 753'833 | 48'719 CHF | 52'488 CHF | 100.00% | 100.00% |
12.11.2024 | 6.99% | 0.07 CHF | 0.07 CHF | 741'200 | 741'200 | 672'193 | 672'193 | 46'433 CHF | 49'794 CHF | 99.82% | 99.82% |
11.11.2024 | 5.70% | 0.08 CHF | 0.08 CHF | 653'700 | 653'700 | 602'170 | 602'170 | 51'333 CHF | 54'344 CHF | 99.74% | 99.74% |
08.11.2024 | 5.40% | 0.09 CHF | 0.09 CHF | 585'700 | 585'700 | 582'018 | 582'018 | 52'557 CHF | 55'467 CHF | 100.00% | 100.00% |
07.11.2024 | 5.32% | 0.10 CHF | 0.11 CHF | 580'900 | 580'900 | 627'610 | 627'610 | 57'441 CHF | 60'579 CHF | 99.96% | 99.96% |