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 | 15.73% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 864'080 | 436'356 | 50'617 CHF | 29'915 CHF | 99.39% | 99.39% |
19.11.2024 | 15.07% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 825'265 | 416'867 | 50'663 CHF | 29'769 CHF | 99.24% | 99.24% |
18.11.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 803'483 | 409'661 | 50'668 CHF | 29'944 CHF | 99.30% | 99.30% |
15.11.2024 | 16.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 914'986 | 465'506 | 50'311 CHF | 30'250 CHF | 99.38% | 99.38% |
14.11.2024 | 12.58% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 674'210 | 350'315 | 50'199 CHF | 29'592 CHF | 99.39% | 99.39% |
13.11.2024 | 12.65% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 680'819 | 352'482 | 50'359 CHF | 29'618 CHF | 99.35% | 99.35% |
12.11.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 856'743 | 432'930 | 50'269 CHF | 29'720 CHF | 99.09% | 99.09% |
11.11.2024 | 15.73% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 870'507 | 438'671 | 50'972 CHF | 30'061 CHF | 99.23% | 99.23% |
08.11.2024 | 15.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 854'070 | 429'871 | 50'848 CHF | 29'889 CHF | 99.38% | 99.38% |
07.11.2024 | 17.15% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 948'804 | 482'935 | 50'610 CHF | 30'602 CHF | 99.24% | 99.24% |