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 | 11.86% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 631'400 | 327'715 | 50'065 CHF | 29'262 CHF | 99.80% | 99.80% |
19.11.2024 | 11.01% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 596'828 | 303'041 | 51'225 CHF | 29'045 CHF | 99.72% | 99.72% |
18.11.2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 652'116 | 338'558 | 50'351 CHF | 29'527 CHF | 99.70% | 99.70% |
15.11.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 676'273 | 350'636 | 50'541 CHF | 29'712 CHF | 99.79% | 99.79% |
14.11.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 645'188 | 334'759 | 50'215 CHF | 29'403 CHF | 99.80% | 99.80% |
13.11.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 575'771 | 309'458 | 51'309 CHF | 30'710 CHF | 99.81% | 99.81% |
12.11.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 510'224 | 472'737 | 50'130 CHF | 51'467 CHF | 99.50% | 99.50% |
11.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'186 | 498'186 | 49'819 CHF | 54'801 CHF | 99.71% | 99.71% |
08.11.2024 | 7.92% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 421'376 | 421'376 | 51'110 CHF | 55'323 CHF | 99.80% | 99.80% |
07.11.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 433'972 | 433'973 | 51'190 CHF | 55'529 CHF | 95.70% | 95.70% |