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 | 10.98% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 591'277 | 302'444 | 50'942 CHF | 29'085 CHF | 99.37% | 99.37% |
19.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 567'303 | 323'196 | 51'419 CHF | 32'760 CHF | 99.26% | 99.26% |
18.11.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 630'335 | 327'668 | 50'122 CHF | 29'332 CHF | 99.25% | 99.25% |
15.11.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'070 | 319'094 | 49'975 CHF | 29'112 CHF | 99.38% | 99.38% |
14.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'669 | 474'669 | 52'214 CHF | 56'960 CHF | 99.35% | 99.35% |
13.11.2024 | 8.32% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 446'705 | 446'706 | 51'451 CHF | 55'918 CHF | 99.38% | 99.38% |
12.11.2024 | 8.67% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 471'925 | 471'924 | 52'061 CHF | 56'781 CHF | 99.10% | 99.10% |
11.11.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 482'356 | 482'356 | 51'166 CHF | 55'990 CHF | 91.12% | 91.12% |
08.11.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'157 | 413'157 | 51'451 CHF | 55'582 CHF | 99.38% | 99.38% |
07.11.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 402'365 | 402'365 | 51'845 CHF | 55'869 CHF | 99.27% | 99.27% |