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 | 10.98% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 591'230 | 302'437 | 50'937 CHF | 29'084 CHF | 99.39% | 99.39% |
19.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 567'281 | 323'189 | 51'417 CHF | 32'759 CHF | 99.27% | 99.27% |
18.11.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 630'333 | 327'667 | 50'122 CHF | 29'332 CHF | 99.29% | 99.29% |
15.11.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'043 | 319'086 | 49'972 CHF | 29'111 CHF | 99.39% | 99.39% |
14.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'670 | 474'670 | 52'214 CHF | 56'960 CHF | 99.35% | 99.35% |
13.11.2024 | 8.32% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 446'704 | 446'704 | 51'451 CHF | 55'918 CHF | 99.39% | 99.39% |
12.11.2024 | 8.67% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 471'931 | 471'930 | 52'062 CHF | 56'781 CHF | 99.09% | 99.09% |
11.11.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 482'362 | 482'362 | 51'166 CHF | 55'990 CHF | 91.10% | 91.10% |
08.11.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'157 | 413'157 | 51'451 CHF | 55'582 CHF | 99.38% | 99.38% |
07.11.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 402'361 | 402'361 | 51'845 CHF | 55'869 CHF | 99.27% | 99.27% |