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 | 17.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 938'929 | 470'508 | 50'413 CHF | 30'038 CHF | 99.80% | 99.80% |
19.11.2024 | 17.99% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 977'597 | 474'196 | 49'523 CHF | 28'863 CHF | 99.71% | 99.71% |
18.11.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 885'838 | 448'893 | 50'962 CHF | 30'302 CHF | 99.70% | 99.70% |
15.11.2024 | 14.77% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 807'366 | 413'605 | 50'616 CHF | 30'075 CHF | 99.81% | 99.81% |
14.11.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 824'712 | 417'250 | 50'707 CHF | 29'839 CHF | 99.80% | 99.80% |
13.11.2024 | 14.63% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 801'641 | 411'548 | 50'742 CHF | 30'174 CHF | 99.79% | 99.79% |
12.11.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 800'762 | 409'071 | 49'955 CHF | 29'625 CHF | 99.49% | 99.49% |
11.11.2024 | 14.25% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'025 | 398'494 | 50'472 CHF | 29'974 CHF | 99.72% | 99.72% |
08.11.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'023 | 371'926 | 50'434 CHF | 29'808 CHF | 99.80% | 99.80% |
07.11.2024 | 11.11% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 596'967 | 300'322 | 50'771 CHF | 28'547 CHF | 95.68% | 95.68% |