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 | 10.72% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 572'917 | 337'074 | 50'580 CHF | 33'886 CHF | 99.02% | 99.02% |
19.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 582'776 | 300'374 | 50'728 CHF | 29'159 CHF | 99.28% | 99.28% |
18.11.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 558'434 | 342'900 | 51'194 CHF | 35'336 CHF | 97.86% | 97.86% |
15.11.2024 | 12.05% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 643'609 | 334'213 | 50'221 CHF | 29'414 CHF | 99.32% | 99.32% |
14.11.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 760'891 | 395'072 | 49'908 CHF | 29'863 CHF | 98.83% | 98.83% |
13.11.2024 | 13.91% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 660'559 | 343'604 | 44'376 CHF | 26'523 CHF | 97.93% | 97.93% |
12.11.2024 | 15.01% | 0.07 CHF | 0.08 CHF | 388'000 | 200'000 | 402'895 | 205'779 | 24'844 CHF | 14'748 CHF | 99.10% | 99.10% |
11.11.2024 | 17.52% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 481'021 | 235'066 | 25'051 CHF | 14'618 CHF | 99.31% | 99.31% |
08.11.2024 | 16.20% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 448'001 | 227'031 | 25'417 CHF | 15'147 CHF | 99.40% | 99.40% |
07.11.2024 | 14.45% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 387'186 | 199'734 | 24'879 CHF | 14'837 CHF | 99.05% | 99.05% |