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 | 13.27% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 720'147 | 372'580 | 50'679 CHF | 29'946 CHF | 100.00% | 100.00% |
19.11.2024 | 12.43% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 668'154 | 346'577 | 50'427 CHF | 29'623 CHF | 99.89% | 99.89% |
18.11.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 709'371 | 367'185 | 50'734 CHF | 29'934 CHF | 99.89% | 99.89% |
15.11.2024 | 13.82% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 751'487 | 388'137 | 50'614 CHF | 30'025 CHF | 100.00% | 100.00% |
14.11.2024 | 12.68% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 684'817 | 354'908 | 50'546 CHF | 29'748 CHF | 100.00% | 100.00% |
13.11.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 642'978 | 333'343 | 50'283 CHF | 29'400 CHF | 100.00% | 100.00% |
12.11.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 667'914 | 347'307 | 50'342 CHF | 29'651 CHF | 99.61% | 99.61% |
11.11.2024 | 14.15% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 765'147 | 395'073 | 50'242 CHF | 29'893 CHF | 99.89% | 99.89% |
08.11.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 727'660 | 376'330 | 50'702 CHF | 29'986 CHF | 100.00% | 100.00% |
07.11.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 718'804 | 371'902 | 50'707 CHF | 29'954 CHF | 99.90% | 99.90% |