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 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'016 | 374'000 | 50'479 CHF | 29'923 CHF | 99.38% | 99.38% |
19.11.2024 | 13.71% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 743'745 | 383'897 | 50'534 CHF | 29'934 CHF | 99.30% | 99.30% |
18.11.2024 | 17.24% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 952'991 | 477'261 | 50'572 CHF | 30'158 CHF | 99.30% | 99.30% |
15.11.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 847'622 | 432'085 | 50'382 CHF | 30'000 CHF | 99.38% | 99.38% |
14.11.2024 | 10.75% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 580'655 | 301'768 | 51'133 CHF | 29'615 CHF | 99.34% | 99.34% |
13.11.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 613'509 | 317'592 | 50'465 CHF | 29'290 CHF | 99.36% | 99.36% |
12.11.2024 | 12.27% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 659'980 | 341'652 | 50'482 CHF | 29'538 CHF | 99.08% | 99.08% |
11.11.2024 | 14.09% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 767'730 | 394'399 | 50'653 CHF | 29'979 CHF | 99.29% | 99.29% |
08.11.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 690'872 | 357'720 | 50'891 CHF | 29'929 CHF | 99.39% | 99.39% |
07.11.2024 | 17.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 948'668 | 417'733 | 49'108 CHF | 26'174 CHF | 99.28% | 99.28% |