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 | 11.62% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 620'063 | 318'454 | 50'286 CHF | 29'000 CHF | 99.39% | 99.39% |
19.11.2024 | 11.06% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 588'947 | 300'523 | 50'374 CHF | 28'708 CHF | 98.27% | 98.27% |
18.11.2024 | 11.62% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 619'799 | 319'121 | 50'247 CHF | 29'048 CHF | 99.30% | 99.30% |
15.11.2024 | 12.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 691'874 | 358'443 | 50'516 CHF | 29'756 CHF | 99.38% | 99.38% |
14.11.2024 | 12.54% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 676'892 | 350'945 | 50'578 CHF | 29'734 CHF | 99.35% | 99.35% |
13.11.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 680'299 | 353'716 | 50'088 CHF | 29'584 CHF | 99.37% | 99.37% |
12.11.2024 | 13.67% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 741'862 | 384'081 | 50'603 CHF | 30'036 CHF | 99.07% | 99.07% |
11.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 844'293 | 423'259 | 50'664 CHF | 29'631 CHF | 99.28% | 99.28% |
08.11.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 746'140 | 385'570 | 50'403 CHF | 29'903 CHF | 99.39% | 99.39% |
07.11.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 606'673 | 313'004 | 50'470 CHF | 29'174 CHF | 99.25% | 99.25% |