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 | 11.61% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 614'073 | 320'060 | 49'765 CHF | 29'165 CHF | 99.82% | 99.82% |
19.11.2024 | 9.39% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 504'656 | 445'052 | 51'308 CHF | 50'850 CHF | 99.83% | 99.83% |
18.11.2024 | 11.08% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 599'988 | 350'127 | 51'225 CHF | 34'667 CHF | 100.00% | 100.00% |
15.11.2024 | 11.05% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 598'126 | 333'565 | 51'123 CHF | 32'167 CHF | 100.00% | 100.00% |
14.11.2024 | 9.36% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'744 | 453'293 | 51'077 CHF | 51'337 CHF | 100.00% | 100.00% |
13.11.2024 | 12.33% | 0.15 CHF | 0.16 CHF | 475'000 | 475'000 | 676'034 | 417'844 | 51'626 CHF | 38'647 CHF | 99.97% | 99.97% |
12.11.2024 | 3.56% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 190'319 | 190'319 | 52'921 CHF | 54'824 CHF | 100.00% | 100.00% |
11.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 155'986 | 155'983 | 52'931 CHF | 54'490 CHF | 99.78% | 99.78% |
08.11.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 182'030 | 182'029 | 52'800 CHF | 54'620 CHF | 100.00% | 100.00% |
07.11.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'757 | 175'757 | 54'123 CHF | 55'881 CHF | 99.69% | 99.69% |