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 | 9.30% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 496'222 | 479'046 | 50'949 CHF | 54'145 CHF | 100.00% | 100.00% |
19.11.2024 | 9.31% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 499'678 | 459'796 | 51'226 CHF | 52'202 CHF | 99.90% | 99.90% |
18.11.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 425'722 | 425'722 | 51'787 CHF | 56'045 CHF | 99.88% | 99.88% |
15.11.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 424'247 | 424'247 | 51'301 CHF | 55'543 CHF | 100.00% | 100.00% |
14.11.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 448'512 | 442'765 | 51'738 CHF | 55'543 CHF | 100.00% | 100.00% |
13.11.2024 | 10.00% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 535'433 | 415'119 | 50'813 CHF | 44'222 CHF | 100.00% | 100.00% |
12.11.2024 | 8.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 464'173 | 464'173 | 51'667 CHF | 56'308 CHF | 99.66% | 99.66% |
11.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'071 | 459'561 | 51'448 CHF | 55'237 CHF | 99.89% | 99.89% |
08.11.2024 | 9.22% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'709 | 486'079 | 50'963 CHF | 55'275 CHF | 100.00% | 100.00% |
07.11.2024 | 9.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 493'695 | 490'842 | 50'577 CHF | 55'228 CHF | 99.89% | 99.89% |