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 | 11.60% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 625'732 | 336'278 | 50'831 CHF | 30'912 CHF | 99.83% | 99.83% |
19.11.2024 | 11.22% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 605'038 | 345'742 | 50'886 CHF | 33'196 CHF | 99.92% | 99.92% |
18.11.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 486'073 | 486'070 | 51'622 CHF | 56'482 CHF | 100.00% | 100.00% |
15.11.2024 | 7.79% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 416'950 | 416'953 | 51'448 CHF | 55'617 CHF | 100.00% | 100.00% |
14.11.2024 | 7.49% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 407'361 | 407'360 | 52'343 CHF | 56'416 CHF | 100.00% | 100.00% |
13.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 436'270 | 436'270 | 51'772 CHF | 56'134 CHF | 99.95% | 99.95% |
12.11.2024 | 7.13% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 381'665 | 381'664 | 51'652 CHF | 55'468 CHF | 100.00% | 100.00% |
11.11.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 311'205 | 311'209 | 52'281 CHF | 55'393 CHF | 99.78% | 99.78% |
08.11.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'866 | 313'864 | 51'668 CHF | 54'806 CHF | 100.00% | 100.00% |
07.11.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'171 | 250'170 | 52'224 CHF | 54'725 CHF | 93.93% | 93.93% |