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 | 15.06% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 828'036 | 417'504 | 50'844 CHF | 29'824 CHF | 99.80% | 99.80% |
19.11.2024 | 14.64% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 792'765 | 406'975 | 50'189 CHF | 29'846 CHF | 99.71% | 99.71% |
18.11.2024 | 16.03% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 887'588 | 450'057 | 50'950 CHF | 30'325 CHF | 99.69% | 99.69% |
15.11.2024 | 16.60% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 921'140 | 471'680 | 50'882 CHF | 30'768 CHF | 99.81% | 99.81% |
14.11.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 869'480 | 437'986 | 50'981 CHF | 30'050 CHF | 99.81% | 99.81% |
13.11.2024 | 15.49% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 854'984 | 429'003 | 50'935 CHF | 29'845 CHF | 99.80% | 99.80% |
12.11.2024 | 15.00% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 810'291 | 412'246 | 49'955 CHF | 29'552 CHF | 99.49% | 99.49% |
11.11.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'434 | 437'957 | 50'967 CHF | 30'043 CHF | 99.71% | 99.71% |
08.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 898'382 | 457'256 | 50'997 CHF | 30'518 CHF | 99.80% | 99.80% |
07.11.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 917'774 | 471'155 | 50'671 CHF | 30'722 CHF | 95.67% | 95.67% |