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 | 19.81% | 0.05 CHF | 0.06 CHF | 675'000 | 500'000 | 721'088 | 290'908 | 32'794 CHF | 16'254 CHF | 99.95% | 99.95% |
19.11.2024 | 18.83% | 0.05 CHF | 0.06 CHF | 700'000 | 250'000 | 668'477 | 404'407 | 32'207 CHF | 23'821 CHF | 99.79% | 99.79% |
18.11.2024 | 19.67% | 0.05 CHF | 0.06 CHF | 625'000 | 500'000 | 686'445 | 296'764 | 31'467 CHF | 16'769 CHF | 99.90% | 99.90% |
15.11.2024 | 18.88% | 0.06 CHF | 0.07 CHF | 575'000 | 475'000 | 643'852 | 374'871 | 30'891 CHF | 22'156 CHF | 100.00% | 100.00% |
14.11.2024 | 18.44% | 0.05 CHF | 0.06 CHF | 575'000 | 500'000 | 615'265 | 453'278 | 30'311 CHF | 27'041 CHF | 99.63% | 99.63% |
13.11.2024 | 18.23% | 0.05 CHF | 0.06 CHF | 600'000 | 500'000 | 614'503 | 490'161 | 30'633 CHF | 29'369 CHF | 99.94% | 99.94% |
12.11.2024 | 19.25% | 0.05 CHF | 0.06 CHF | 675'000 | 250'000 | 661'682 | 347'540 | 31'117 CHF | 20'076 CHF | 99.80% | 99.80% |
11.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 700'000 | 250'000 | 700'671 | 251'881 | 31'530 CHF | 13'853 CHF | 99.78% | 99.78% |
08.11.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 650'000 | 500'000 | 640'475 | 476'565 | 31'710 CHF | 28'467 CHF | 99.88% | 99.88% |
07.11.2024 | 18.49% | 0.05 CHF | 0.06 CHF | 625'000 | 500'000 | 640'571 | 457'360 | 31'384 CHF | 27'218 CHF | 99.90% | 99.90% |