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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 17.98% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 953'586 | 393'529 | 48'486 CHF | 24'415 CHF | 99.39% | 99.39% |
20.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 567'032 | 335'998 | 51'426 CHF | 34'154 CHF | 99.37% | 99.37% |
19.11.2024 | 10.23% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 548'978 | 387'928 | 50'897 CHF | 40'578 CHF | 99.27% | 99.27% |
18.11.2024 | 8.93% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 482'645 | 481'274 | 51'659 CHF | 56'335 CHF | 99.28% | 99.28% |
15.11.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'793 | 492'032 | 50'847 CHF | 55'479 CHF | 99.38% | 99.38% |
14.11.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'682 | 492'090 | 50'859 CHF | 55'497 CHF | 99.35% | 99.35% |
13.11.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 507'576 | 481'211 | 50'348 CHF | 52'751 CHF | 99.36% | 99.36% |
12.11.2024 | 9.43% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 503'812 | 467'521 | 50'927 CHF | 52'174 CHF | 99.08% | 99.08% |
11.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 440'240 | 438'650 | 51'447 CHF | 55'628 CHF | 99.21% | 99.21% |
08.11.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 564'000 | 346'759 | 50'861 CHF | 35'152 CHF | 99.39% | 99.39% |