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 | 16.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 904'307 | 461'540 | 50'317 CHF | 30'289 CHF | 99.39% | 99.39% |
19.11.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'604 | 443'473 | 49'982 CHF | 29'910 CHF | 99.26% | 99.26% |
18.11.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 879'626 | 448'069 | 50'343 CHF | 30'132 CHF | 99.24% | 99.24% |
15.11.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 665'383 | 343'742 | 50'069 CHF | 29'302 CHF | 99.38% | 99.38% |
14.11.2024 | 16.50% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 908'184 | 465'464 | 50'517 CHF | 30'539 CHF | 99.36% | 99.36% |
13.11.2024 | 14.76% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 802'344 | 412'225 | 50'339 CHF | 29'999 CHF | 99.36% | 99.36% |
12.11.2024 | 12.75% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 679'263 | 355'578 | 49'834 CHF | 29'681 CHF | 99.04% | 99.04% |
11.11.2024 | 8.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 473'416 | 473'416 | 51'699 CHF | 56'433 CHF | 99.28% | 99.28% |
08.11.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 479'223 | 479'223 | 51'850 CHF | 56'642 CHF | 99.37% | 99.37% |
07.11.2024 | 11.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 598'753 | 365'857 | 50'523 CHF | 35'381 CHF | 99.24% | 99.24% |