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 | 14.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 812'459 | 415'095 | 50'697 CHF | 30'072 CHF | 100.00% | 100.00% |
19.11.2024 | 13.06% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 706'005 | 376'101 | 50'543 CHF | 31'042 CHF | 99.89% | 99.89% |
18.11.2024 | 10.13% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 547'491 | 372'549 | 51'272 CHF | 39'160 CHF | 99.88% | 99.88% |
15.11.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 567'813 | 337'680 | 51'247 CHF | 34'145 CHF | 100.00% | 100.00% |
14.11.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 643'964 | 332'531 | 50'440 CHF | 29'361 CHF | 100.00% | 100.00% |
13.11.2024 | 12.34% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 666'282 | 343'074 | 50'654 CHF | 29'507 CHF | 100.00% | 100.00% |
12.11.2024 | 10.92% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 586'022 | 334'246 | 50'744 CHF | 32'634 CHF | 99.70% | 99.70% |
11.11.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 499'081 | 466'524 | 51'130 CHF | 52'818 CHF | 99.90% | 99.90% |
08.11.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 632'076 | 323'849 | 50'705 CHF | 29'202 CHF | 100.00% | 100.00% |
07.11.2024 | 9.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 513'593 | 405'745 | 50'913 CHF | 45'391 CHF | 99.90% | 99.90% |