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 | 10.12% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 544'992 | 375'239 | 51'137 CHF | 39'451 CHF | 100.00% | 100.00% |
19.11.2024 | 9.13% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'366 | 458'925 | 51'417 CHF | 53'055 CHF | 99.88% | 99.88% |
18.11.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 531'271 | 416'607 | 50'671 CHF | 44'380 CHF | 99.92% | 99.92% |
15.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 589'850 | 300'000 | 51'313 CHF | 29'111 CHF | 100.00% | 100.00% |
14.11.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 584'906 | 304'867 | 51'144 CHF | 29'732 CHF | 100.00% | 100.00% |
13.11.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 509'590 | 474'425 | 50'269 CHF | 51'752 CHF | 100.00% | 100.00% |
12.11.2024 | 10.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 590'102 | 321'322 | 51'116 CHF | 31'298 CHF | 99.67% | 99.67% |
11.11.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 633'711 | 334'483 | 49'967 CHF | 29'729 CHF | 99.87% | 99.87% |
08.11.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 516'576 | 455'796 | 50'280 CHF | 49'281 CHF | 100.00% | 100.00% |
07.11.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'185 | 481'184 | 51'670 CHF | 56'482 CHF | 99.81% | 99.81% |