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 | 11.21% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 599'395 | 310'870 | 50'453 CHF | 29'314 CHF | 98.78% | 98.78% |
19.11.2024 | 12.97% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 700'526 | 363'247 | 50'507 CHF | 29'824 CHF | 98.53% | 98.53% |
18.11.2024 | 11.20% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 595'125 | 311'477 | 50'268 CHF | 29'424 CHF | 99.34% | 99.34% |
15.11.2024 | 7.50% | 0.10 CHF | 0.11 CHF | 425'000 | 425'000 | 399'610 | 399'604 | 51'418 CHF | 55'413 CHF | 99.27% | 99.27% |
14.11.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 266'977 | 266'970 | 50'571 CHF | 53'239 CHF | 97.49% | 97.49% |
13.11.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'764 | 216'764 | 48'054 CHF | 50'222 CHF | 97.42% | 97.42% |
12.11.2024 | 4.14% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 109'133 | 109'133 | 25'763 CHF | 26'854 CHF | 99.13% | 99.13% |
11.11.2024 | 3.96% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 106'646 | 106'662 | 26'390 CHF | 27'461 CHF | 99.07% | 99.07% |
08.11.2024 | 5.71% | 0.23 CHF | 0.24 CHF | 125'000 | 125'000 | 153'956 | 153'956 | 26'195 CHF | 27'735 CHF | 99.23% | 99.23% |
07.11.2024 | 7.41% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 199'378 | 199'377 | 25'913 CHF | 27'906 CHF | 99.22% | 99.22% |