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 | 10.84% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 587'140 | 321'166 | 51'234 CHF | 31'473 CHF | 100.00% | 100.00% |
19.11.2024 | 13.08% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 709'270 | 367'139 | 50'710 CHF | 29'922 CHF | 99.89% | 99.89% |
18.11.2024 | 11.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 621'297 | 320'591 | 50'477 CHF | 29'245 CHF | 99.90% | 99.90% |
15.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'392 | 309'450 | 51'751 CHF | 31'061 CHF | 100.00% | 100.00% |
14.11.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'887 | 481'423 | 51'578 CHF | 56'346 CHF | 100.00% | 100.00% |
13.11.2024 | 9.13% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 494'341 | 454'375 | 51'694 CHF | 52'428 CHF | 100.00% | 100.00% |
12.11.2024 | 6.13% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 326'922 | 326'922 | 51'731 CHF | 55'000 CHF | 99.69% | 99.69% |
11.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'109 | 300'109 | 53'563 CHF | 56'564 CHF | 99.87% | 99.87% |
08.11.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 362'139 | 362'139 | 52'287 CHF | 55'909 CHF | 100.00% | 100.00% |
07.11.2024 | 5.85% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 315'280 | 315'280 | 52'296 CHF | 55'449 CHF | 99.88% | 99.88% |