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 | 16.38% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 909'987 | 463'961 | 51'003 CHF | 30'636 CHF | 99.37% | 99.37% |
19.11.2024 | 17.12% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 942'528 | 478'693 | 50'379 CHF | 30'401 CHF | 99.31% | 99.31% |
18.11.2024 | 16.27% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 890'345 | 453'596 | 50'244 CHF | 30'158 CHF | 99.29% | 99.29% |
15.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 683'307 | 354'153 | 50'681 CHF | 29'810 CHF | 99.38% | 99.38% |
14.11.2024 | 13.55% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 735'143 | 378'903 | 50'597 CHF | 29'881 CHF | 99.35% | 99.35% |
13.11.2024 | 13.58% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 731'388 | 378'591 | 50'231 CHF | 29'792 CHF | 99.36% | 99.36% |
12.11.2024 | 12.76% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 682'053 | 354'195 | 50'071 CHF | 29'548 CHF | 99.09% | 99.09% |
11.11.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 576'540 | 301'760 | 51'376 CHF | 29'923 CHF | 99.28% | 99.28% |
08.11.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 599'115 | 307'018 | 51'036 CHF | 29'228 CHF | 99.39% | 99.39% |
07.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 730'362 | 377'979 | 50'308 CHF | 29'817 CHF | 99.23% | 99.23% |