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 | 10.57% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'333 | 299'786 | 51'572 CHF | 29'873 CHF | 99.38% | 99.38% |
19.11.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'837 | 326'009 | 50'055 CHF | 29'251 CHF | 99.31% | 99.31% |
18.11.2024 | 11.08% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 597'560 | 303'781 | 50'947 CHF | 28'944 CHF | 99.30% | 99.30% |
15.11.2024 | 8.98% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 486'299 | 463'791 | 51'745 CHF | 54'331 CHF | 99.39% | 99.39% |
14.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 509'609 | 469'701 | 50'218 CHF | 51'195 CHF | 99.35% | 99.35% |
13.11.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'834 | 496'834 | 50'138 CHF | 55'106 CHF | 99.39% | 99.39% |
12.11.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'944 | 492'148 | 49'707 CHF | 54'074 CHF | 99.09% | 99.09% |
11.11.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 492'855 | 448'734 | 51'406 CHF | 51'786 CHF | 99.30% | 99.30% |
08.11.2024 | 11.42% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 605'489 | 338'726 | 49'987 CHF | 31'646 CHF | 99.38% | 99.38% |
07.11.2024 | 9.45% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 511'865 | 427'624 | 51'589 CHF | 48'219 CHF | 99.28% | 99.28% |