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 | 14.02% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 764'998 | 393'635 | 50'739 CHF | 30'054 CHF | 99.17% | 99.17% |
19.11.2024 | 17.07% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 937'914 | 476'969 | 50'299 CHF | 30'358 CHF | 98.76% | 98.76% |
18.11.2024 | 14.96% | 0.05 CHF | 0.06 CHF | 850'000 | 425'000 | 803'403 | 412'226 | 49'781 CHF | 29'674 CHF | 97.83% | 97.83% |
15.11.2024 | 11.31% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 609'134 | 316'664 | 50'874 CHF | 29'637 CHF | 99.31% | 99.31% |
14.11.2024 | 7.83% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 419'745 | 419'717 | 51'573 CHF | 55'767 CHF | 98.42% | 98.42% |
13.11.2024 | 6.91% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 334'013 | 334'004 | 46'730 CHF | 50'069 CHF | 97.91% | 97.91% |
12.11.2024 | 6.65% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 180'050 | 180'043 | 26'193 CHF | 27'992 CHF | 99.03% | 99.03% |
11.11.2024 | 6.37% | 0.17 CHF | 0.18 CHF | 163'000 | 163'000 | 173'269 | 173'272 | 26'352 CHF | 28'085 CHF | 99.26% | 99.26% |
08.11.2024 | 9.11% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 241'958 | 239'658 | 25'401 CHF | 27'568 CHF | 99.33% | 99.33% |
07.11.2024 | 11.89% | 0.09 CHF | 0.10 CHF | 313'000 | 163'000 | 316'373 | 164'966 | 25'006 CHF | 14'695 CHF | 98.81% | 98.81% |