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 | 9.28% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 495'289 | 475'907 | 50'926 CHF | 53'903 CHF | 100.00% | 100.00% |
19.11.2024 | 8.91% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 476'857 | 467'203 | 51'191 CHF | 55'006 CHF | 99.90% | 99.90% |
18.11.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 554'586 | 375'458 | 50'675 CHF | 38'747 CHF | 99.90% | 99.90% |
15.11.2024 | 9.87% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 526'535 | 429'237 | 50'712 CHF | 46'129 CHF | 100.00% | 100.00% |
14.11.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'463 | 486'813 | 50'469 CHF | 54'793 CHF | 100.00% | 100.00% |
13.11.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 427'323 | 427'323 | 51'596 CHF | 55'869 CHF | 100.00% | 100.00% |
12.11.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 486'502 | 475'116 | 51'086 CHF | 54'792 CHF | 99.61% | 99.61% |
11.11.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'243 | 468'243 | 51'260 CHF | 55'943 CHF | 99.91% | 99.91% |
08.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'155 | 428'155 | 51'466 CHF | 55'747 CHF | 100.00% | 100.00% |
07.11.2024 | 7.24% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 391'404 | 391'403 | 52'171 CHF | 56'085 CHF | 99.91% | 99.91% |