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 | 10.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 578'571 | 300'000 | 51'695 CHF | 29'811 CHF | 99.81% | 99.81% |
19.11.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 600'937 | 302'882 | 50'849 CHF | 28'655 CHF | 99.70% | 99.70% |
18.11.2024 | 9.89% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 527'287 | 427'236 | 50'641 CHF | 45'873 CHF | 99.70% | 99.70% |
15.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.80% | 99.80% |
14.11.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 484'830 | 477'478 | 51'752 CHF | 55'792 CHF | 99.80% | 99.80% |
13.11.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'893 | 300'767 | 51'412 CHF | 29'413 CHF | 99.81% | 99.81% |
12.11.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 590'904 | 300'667 | 51'324 CHF | 29'134 CHF | 99.49% | 99.49% |
11.11.2024 | 12.17% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 654'596 | 339'536 | 50'492 CHF | 29'586 CHF | 99.70% | 99.70% |
08.11.2024 | 14.95% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 820'068 | 415'023 | 50'758 CHF | 29'852 CHF | 99.80% | 99.80% |
07.11.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 711'741 | 369'292 | 50'216 CHF | 29'751 CHF | 95.67% | 95.67% |