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 | 11.18% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 601'875 | 304'111 | 50'840 CHF | 28'725 CHF | 100.00% | 100.00% |
19.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'903 | 329'080 | 51'304 CHF | 33'201 CHF | 99.86% | 99.86% |
18.11.2024 | 10.95% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'703 | 301'826 | 51'180 CHF | 29'091 CHF | 99.88% | 99.88% |
15.11.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 569'589 | 327'472 | 51'330 CHF | 33'107 CHF | 100.00% | 100.00% |
14.11.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 521'905 | 441'585 | 50'536 CHF | 47'596 CHF | 100.00% | 100.00% |
13.11.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'312 | 492'523 | 50'322 CHF | 54'503 CHF | 100.00% | 100.00% |
12.11.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'443 | 476'796 | 49'874 CHF | 52'126 CHF | 99.71% | 99.71% |
11.11.2024 | 10.29% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 555'521 | 351'943 | 51'168 CHF | 36'316 CHF | 99.89% | 99.89% |
08.11.2024 | 8.89% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 480'867 | 480'867 | 51'735 CHF | 56'544 CHF | 100.00% | 100.00% |
07.11.2024 | 9.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 493'590 | 484'964 | 50'578 CHF | 54'628 CHF | 99.90% | 99.90% |