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 | 10.11% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 891'000 | 298'134 | 84'042 CHF | 31'086 CHF | 88.19% | 88.19% |
19.11.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 978'991 | 378'991 | 77'064 CHF | 33'496 CHF | 88.32% | 88.32% |
18.11.2024 | 11.14% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 906'525 | 306'525 | 77'193 CHF | 29'134 CHF | 89.46% | 89.46% |
15.11.2024 | 8.16% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 756'788 | 252'263 | 89'137 CHF | 32'235 CHF | 93.27% | 93.27% |
14.11.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 756'877 | 252'292 | 94'040 CHF | 33'870 CHF | 90.30% | 90.30% |
13.11.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 767'728 | 255'909 | 96'919 CHF | 34'866 CHF | 96.34% | 96.34% |
12.11.2024 | 6.68% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'779 CHF | 38'760 CHF | 94.50% | 94.50% |
11.11.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 606'870 | 202'290 | 123'365 CHF | 43'145 CHF | 92.98% | 92.98% |
08.11.2024 | 6.21% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 749'020 | 249'673 | 117'336 CHF | 41'609 CHF | 95.76% | 95.76% |
07.11.2024 | 5.63% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 687'973 | 229'324 | 119'672 CHF | 42'184 CHF | 95.15% | 95.15% |