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 | 11.77% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 625'483 | 324'691 | 50'032 CHF | 29'214 CHF | 99.39% | 99.39% |
19.11.2024 | 11.55% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 607'496 | 314'129 | 49'572 CHF | 28'759 CHF | 99.28% | 99.28% |
18.11.2024 | 11.43% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 615'563 | 315'953 | 50'788 CHF | 29'219 CHF | 99.28% | 99.28% |
15.11.2024 | 13.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 731'287 | 376'353 | 50'494 CHF | 29'765 CHF | 99.37% | 99.37% |
14.11.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'794 | 306'882 | 51'396 CHF | 30'803 CHF | 99.38% | 99.38% |
13.11.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 574'576 | 333'377 | 50'641 CHF | 33'092 CHF | 99.38% | 99.38% |
12.11.2024 | 11.55% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 619'098 | 320'558 | 50'630 CHF | 29'402 CHF | 99.04% | 99.04% |
11.11.2024 | 15.00% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 821'506 | 417'057 | 50'665 CHF | 29'901 CHF | 99.28% | 99.28% |
08.11.2024 | 14.71% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 801'247 | 407'840 | 50'453 CHF | 29'775 CHF | 99.39% | 99.39% |
07.11.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 646'780 | 347'281 | 50'619 CHF | 30'901 CHF | 99.19% | 99.19% |