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 | 15.04% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 830'759 | 420'868 | 51'109 CHF | 30'110 CHF | 99.37% | 99.37% |
19.11.2024 | 15.79% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 877'212 | 444'153 | 51'234 CHF | 30'374 CHF | 99.25% | 99.25% |
18.11.2024 | 13.77% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 744'014 | 385'513 | 50'228 CHF | 30'014 CHF | 99.27% | 99.27% |
15.11.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 511'162 | 468'263 | 50'274 CHF | 51'053 CHF | 99.38% | 99.38% |
14.11.2024 | 10.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 566'157 | 380'643 | 50'570 CHF | 38'683 CHF | 99.35% | 99.35% |
13.11.2024 | 10.61% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 568'227 | 355'822 | 50'744 CHF | 36'086 CHF | 99.36% | 99.36% |
12.11.2024 | 9.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 487'963 | 484'964 | 50'355 CHF | 54'908 CHF | 99.06% | 99.06% |
11.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'938 | 379'938 | 52'295 CHF | 56'094 CHF | 99.26% | 99.26% |
08.11.2024 | 7.63% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 409'918 | 409'917 | 51'691 CHF | 55'790 CHF | 99.38% | 99.38% |
07.11.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 535'446 | 392'809 | 50'989 CHF | 42'364 CHF | 99.25% | 99.25% |