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 | 10.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 545'516 | 383'106 | 50'789 CHF | 40'070 CHF | 100.00% | 100.00% |
19.11.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 441'090 | 441'090 | 51'524 CHF | 55'935 CHF | 99.87% | 99.87% |
18.11.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'110 | 483'110 | 51'345 CHF | 56'176 CHF | 99.87% | 99.87% |
15.11.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 496'362 | 496'362 | 50'560 CHF | 55'524 CHF | 100.00% | 100.00% |
14.11.2024 | 10.26% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 555'445 | 351'993 | 51'318 CHF | 36'481 CHF | 100.00% | 100.00% |
13.11.2024 | 9.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 512'252 | 440'146 | 51'216 CHF | 49'087 CHF | 100.00% | 100.00% |
12.11.2024 | 14.97% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 827'498 | 421'383 | 51'199 CHF | 30'303 CHF | 99.67% | 99.67% |
11.11.2024 | 16.12% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 891'276 | 452'588 | 50'849 CHF | 30'336 CHF | 99.85% | 99.85% |
08.11.2024 | 12.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 670'635 | 347'538 | 50'469 CHF | 29'631 CHF | 100.00% | 100.00% |
07.11.2024 | 14.04% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 762'970 | 390'218 | 50'486 CHF | 29'742 CHF | 99.90% | 99.90% |