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 | 12.73% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 685'756 | 357'234 | 50'401 CHF | 29'844 CHF | 100.00% | 100.00% |
19.11.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 570'238 | 404'592 | 51'020 CHF | 41'545 CHF | 99.91% | 99.91% |
18.11.2024 | 12.91% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 695'324 | 359'856 | 50'430 CHF | 29'700 CHF | 99.90% | 99.90% |
15.11.2024 | 11.31% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 608'559 | 314'127 | 50'829 CHF | 29'412 CHF | 100.00% | 100.00% |
14.11.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 528'498 | 425'922 | 50'947 CHF | 46'025 CHF | 100.00% | 100.00% |
13.11.2024 | 10.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 578'679 | 350'327 | 51'195 CHF | 35'497 CHF | 100.00% | 100.00% |
12.11.2024 | 13.12% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 707'388 | 367'256 | 50'364 CHF | 29'821 CHF | 99.69% | 99.69% |
11.11.2024 | 13.59% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 735'768 | 380'123 | 50'454 CHF | 29'872 CHF | 99.84% | 99.84% |
08.11.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 665'744 | 345'372 | 50'459 CHF | 29'632 CHF | 100.00% | 100.00% |
07.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 688'473 | 356'736 | 50'278 CHF | 29'620 CHF | 99.86% | 99.86% |