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 | 13.31% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 721'863 | 373'039 | 50'615 CHF | 29'886 CHF | 99.80% | 99.80% |
19.11.2024 | 12.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'761 | 351'422 | 50'081 CHF | 29'529 CHF | 99.71% | 99.71% |
18.11.2024 | 15.11% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 830'611 | 418'537 | 50'798 CHF | 29'793 CHF | 99.69% | 99.69% |
15.11.2024 | 16.24% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 898'198 | 457'627 | 50'824 CHF | 30'469 CHF | 99.80% | 99.80% |
14.11.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 811'272 | 413'836 | 50'834 CHF | 30'083 CHF | 99.81% | 99.81% |
13.11.2024 | 14.54% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 795'361 | 405'092 | 50'720 CHF | 29'903 CHF | 99.80% | 99.80% |
12.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 724'803 | 377'086 | 49'911 CHF | 29'740 CHF | 99.49% | 99.49% |
11.11.2024 | 14.99% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 821'752 | 418'780 | 50'706 CHF | 30'040 CHF | 99.71% | 99.71% |
08.11.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 884'176 | 448'135 | 51'107 CHF | 30'375 CHF | 99.80% | 99.80% |
07.11.2024 | 17.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 977'079 | 492'224 | 50'077 CHF | 30'160 CHF | 95.69% | 95.69% |