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 | 15.50% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 847'917 | 432'870 | 50'431 CHF | 30'081 CHF | 99.38% | 99.38% |
19.11.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 726'405 | 376'197 | 50'391 CHF | 29'861 CHF | 99.28% | 99.28% |
18.11.2024 | 11.55% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 622'630 | 324'423 | 50'815 CHF | 29'804 CHF | 99.28% | 99.28% |
15.11.2024 | 11.92% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 638'119 | 365'440 | 50'307 CHF | 33'193 CHF | 99.38% | 99.38% |
14.11.2024 | 12.18% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 651'080 | 338'680 | 50'221 CHF | 29'511 CHF | 99.36% | 99.36% |
13.11.2024 | 11.29% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 607'387 | 326'633 | 50'788 CHF | 30'764 CHF | 99.36% | 99.36% |
12.11.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 510'012 | 460'205 | 49'949 CHF | 50'014 CHF | 99.06% | 99.06% |
11.11.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 479'977 | 479'977 | 51'182 CHF | 55'981 CHF | 99.27% | 99.27% |
08.11.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'015 | 412'015 | 51'394 CHF | 55'514 CHF | 99.38% | 99.38% |
07.11.2024 | 7.15% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 386'175 | 386'175 | 52'132 CHF | 55'994 CHF | 99.27% | 99.27% |