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 | 10.29% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'251 | 250'084 | 69'261 CHF | 25'588 CHF | 99.67% | 99.67% |
19.11.2024 | 11.73% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 869'278 | 289'759 | 70'110 CHF | 26'268 CHF | 99.26% | 99.26% |
18.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 888'371 | 296'124 | 77'912 CHF | 28'932 CHF | 99.22% | 99.22% |
15.11.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 78'776 CHF | 28'759 CHF | 99.39% | 99.39% |
14.11.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 848'212 | 282'737 | 79'163 CHF | 29'215 CHF | 98.00% | 98.00% |
13.11.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'847 CHF | 27'782 CHF | 99.38% | 99.38% |
12.11.2024 | 11.53% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 885'806 | 295'269 | 72'454 CHF | 27'104 CHF | 93.48% | 93.48% |
11.11.2024 | 13.44% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 979'776 | 379'776 | 68'150 CHF | 30'174 CHF | 98.27% | 98.27% |
08.11.2024 | 14.59% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 63'864 CHF | 29'546 CHF | 99.25% | 99.25% |
07.11.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 59'166 CHF | 27'666 CHF | 98.61% | 98.61% |