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 | 8.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 480'185 | 476'273 | 52'071 CHF | 56'404 CHF | 99.81% | 99.81% |
19.11.2024 | 11.97% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 644'132 | 330'642 | 50'573 CHF | 29'248 CHF | 99.72% | 99.72% |
18.11.2024 | 11.45% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'975 | 313'083 | 50'301 CHF | 28'897 CHF | 99.70% | 99.70% |
15.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 582'646 | 324'237 | 50'988 CHF | 31'909 CHF | 99.80% | 99.80% |
14.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 511'731 | 468'715 | 50'381 CHF | 51'097 CHF | 99.80% | 99.80% |
13.11.2024 | 9.64% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 509'296 | 474'258 | 50'262 CHF | 51'777 CHF | 99.81% | 99.81% |
12.11.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'750 | 318'382 | 51'037 CHF | 31'661 CHF | 99.49% | 99.49% |
11.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 577'324 | 299'547 | 51'571 CHF | 29'760 CHF | 99.70% | 99.70% |
08.11.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 577'617 | 302'459 | 51'524 CHF | 30'015 CHF | 99.81% | 99.81% |
07.11.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 466'150 | 466'151 | 51'815 CHF | 56'477 CHF | 95.67% | 95.67% |