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 | 13.02% | 0.06 CHF | 0.07 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 66'342 CHF | 75'542 CHF | 99.42% | 99.42% |
19.11.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 75'097 CHF | 84'297 CHF | 100.00% | 100.00% |
18.11.2024 | 12.43% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'677 CHF | 85'677 CHF | 99.26% | 99.26% |
15.11.2024 | 11.90% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'594 CHF | 89'594 CHF | 98.67% | 98.67% |
14.11.2024 | 12.88% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 73'127 CHF | 83'127 CHF | 100.00% | 100.00% |
13.11.2024 | 9.37% | 0.08 CHF | 0.09 CHF | 850'000 | 850'000 | 850'000 | 850'000 | 87'275 CHF | 95'775 CHF | 99.08% | 99.08% |
12.11.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 88'113 CHF | 95'913 CHF | 99.81% | 99.81% |
11.11.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 89'041 CHF | 95'841 CHF | 100.00% | 100.00% |
08.11.2024 | 5.16% | 0.16 CHF | 0.17 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 115'562 CHF | 121'662 CHF | 100.00% | 100.00% |
07.11.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 136'471 CHF | 143'271 CHF | 99.96% | 99.96% |