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 | 8.61% | 0.10 CHF | 0.12 CHF | 500'000 | 75'000 | 455'110 | 75'000 | 50'576 CHF | 9'092 CHF | 14.13% | 100.00% |
19.11.2024 | 9.33% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 490'541 | 75'000 | 50'141 CHF | 8'427 CHF | 99.99% | 99.99% |
18.11.2024 | 10.14% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 451'444 | 63'972 | 50'557 CHF | 7'877 CHF | 100.00% | 100.00% |
15.11.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 428'210 | 74'909 | 50'333 CHF | 9'567 CHF | 100.00% | 100.00% |
14.11.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 453'105 | 75'000 | 50'296 CHF | 9'113 CHF | 94.67% | 94.67% |
13.11.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 74'473 | 48'597 CHF | 7'990 CHF | 99.25% | 99.25% |
12.11.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 48'739 CHF | 8'061 CHF | 98.32% | 98.32% |
11.11.2024 | 8.46% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 446'182 | 75'000 | 50'531 CHF | 9'259 CHF | 100.00% | 100.00% |
08.11.2024 | 10.21% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 326'617 | 64'968 | 38'629 CHF | 8'428 CHF | 97.48% | 97.48% |
07.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 299'903 | 72'309 | 50'782 CHF | 13'099 CHF | 95.57% | 95.57% |