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 | 12.29% | 0.07 CHF | 0.08 CHF | 118'500 | 118'500 | 776'650 | 776'650 | 59'606 CHF | 67'372 CHF | 98.90% | 98.90% |
19.11.2024 | 9.22% | 0.09 CHF | 0.10 CHF | 92'800 | 92'800 | 617'946 | 617'946 | 64'713 CHF | 70'892 CHF | 98.75% | 98.75% |
18.11.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 102'000 | 102'000 | 650'911 | 650'911 | 69'259 CHF | 75'768 CHF | 98.94% | 98.94% |
15.11.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 151'400 | 151'400 | 962'520 | 962'520 | 89'230 CHF | 98'855 CHF | 98.94% | 98.94% |
14.11.2024 | 13.85% | 0.07 CHF | 0.08 CHF | 151'500 | 151'500 | 983'286 | 983'286 | 66'084 CHF | 75'917 CHF | 98.85% | 98.85% |
13.11.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 138'800 | 138'800 | 900'639 | 900'639 | 64'845 CHF | 73'852 CHF | 98.87% | 98.87% |
12.11.2024 | 13.26% | 0.08 CHF | 0.09 CHF | 180'500 | 180'500 | 1'172'560 | 1'172'560 | 82'622 CHF | 94'348 CHF | 98.77% | 98.77% |
11.11.2024 | 14.22% | 0.06 CHF | 0.07 CHF | 119'300 | 119'300 | 774'179 | 774'179 | 51'065 CHF | 58'807 CHF | 98.90% | 98.90% |
08.11.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 98'700 | 98'700 | 646'518 | 646'518 | 55'937 CHF | 62'402 CHF | 97.82% | 97.82% |
07.11.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 124'700 | 124'700 | 806'227 | 806'227 | 78'828 CHF | 86'890 CHF | 98.90% | 98.90% |