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 | 14.77% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 803'998 | 410'020 | 50'421 CHF | 29'828 CHF | 99.37% | 99.37% |
19.11.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 716'434 | 371'534 | 50'238 CHF | 29'771 CHF | 99.28% | 99.28% |
18.11.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 776'126 | 397'967 | 50'688 CHF | 29'987 CHF | 99.27% | 99.27% |
15.11.2024 | 17.09% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 943'404 | 480'170 | 50'537 CHF | 30'532 CHF | 99.37% | 99.37% |
14.11.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 909'839 | 459'204 | 50'457 CHF | 30'058 CHF | 99.39% | 99.39% |
13.11.2024 | 16.53% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 898'230 | 443'214 | 49'890 CHF | 29'181 CHF | 99.36% | 99.36% |
12.11.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 982'743 | 463'873 | 49'413 CHF | 28'046 CHF | 99.05% | 99.05% |
11.11.2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'108 | 250'000 | 39'976 CHF | 12'543 CHF | 99.30% | 99.30% |
08.11.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 966'465 | 376'937 | 47'978 CHF | 22'981 CHF | 99.38% | 99.38% |
07.11.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 699'792 | 361'642 | 50'022 CHF | 29'483 CHF | 99.23% | 99.23% |