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 | 9.96% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 535'394 | 405'616 | 51'039 CHF | 43'299 CHF | 100.00% | 100.00% |
19.11.2024 | 10.51% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 571'953 | 320'621 | 51'563 CHF | 32'362 CHF | 99.88% | 99.88% |
18.11.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 524'229 | 432'518 | 50'677 CHF | 46'696 CHF | 99.92% | 99.92% |
15.11.2024 | 10.20% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 548'164 | 376'566 | 50'981 CHF | 39'377 CHF | 100.00% | 100.00% |
14.11.2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'490 | 310'335 | 50'636 CHF | 28'831 CHF | 100.00% | 100.00% |
13.11.2024 | 11.81% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 634'444 | 327'701 | 50'557 CHF | 29'382 CHF | 100.00% | 100.00% |
12.11.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 601'717 | 309'435 | 50'483 CHF | 29'059 CHF | 99.71% | 99.71% |
11.11.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 560'369 | 341'777 | 51'392 CHF | 35'083 CHF | 99.90% | 99.90% |
08.11.2024 | 11.41% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 611'725 | 311'461 | 50'559 CHF | 28'843 CHF | 100.00% | 100.00% |
07.11.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 570'196 | 339'202 | 51'160 CHF | 34'197 CHF | 99.89% | 99.89% |