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 | 13.99% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 761'951 | 392'734 | 50'664 CHF | 30'044 CHF | 100.00% | 100.00% |
19.11.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 908'125 | 446'907 | 50'296 CHF | 29'379 CHF | 99.90% | 99.90% |
18.11.2024 | 15.46% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 856'691 | 436'609 | 51'145 CHF | 30'434 CHF | 99.90% | 99.90% |
15.11.2024 | 15.56% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 854'749 | 431'551 | 50'686 CHF | 29'905 CHF | 100.00% | 100.00% |
14.11.2024 | 15.87% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 875'987 | 445'485 | 50'816 CHF | 30'306 CHF | 100.00% | 100.00% |
13.11.2024 | 15.47% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 841'364 | 405'312 | 50'216 CHF | 28'546 CHF | 100.00% | 100.00% |
12.11.2024 | 11.35% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 606'470 | 313'268 | 50'423 CHF | 29'191 CHF | 99.69% | 99.69% |
11.11.2024 | 9.74% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 517'846 | 447'570 | 50'618 CHF | 48'650 CHF | 99.87% | 99.87% |
08.11.2024 | 9.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 503'998 | 473'925 | 50'452 CHF | 52'452 CHF | 100.00% | 100.00% |
07.11.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'547 | 428'548 | 51'800 CHF | 56'085 CHF | 99.83% | 99.83% |