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 | 12.02% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 640'761 | 332'750 | 50'104 CHF | 29'348 CHF | 99.80% | 99.80% |
19.11.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 673'981 | 350'481 | 50'247 CHF | 29'636 CHF | 99.71% | 99.71% |
18.11.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 615'338 | 315'339 | 50'323 CHF | 28'931 CHF | 99.70% | 99.70% |
15.11.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 586'310 | 303'076 | 51'356 CHF | 29'585 CHF | 99.81% | 99.81% |
14.11.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 597'320 | 303'289 | 50'999 CHF | 28'933 CHF | 99.80% | 99.80% |
13.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 587'353 | 304'146 | 51'415 CHF | 29'671 CHF | 99.80% | 99.80% |
12.11.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 583'920 | 299'295 | 50'730 CHF | 29'009 CHF | 99.49% | 99.49% |
11.11.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 585'684 | 300'000 | 51'494 CHF | 29'388 CHF | 99.72% | 99.72% |
08.11.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 559'579 | 340'497 | 51'378 CHF | 35'059 CHF | 99.80% | 99.80% |
07.11.2024 | 8.71% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 474'155 | 474'155 | 52'087 CHF | 56'829 CHF | 95.66% | 95.66% |