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 | 10.91% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 589'617 | 299'637 | 51'119 CHF | 28'986 CHF | 99.39% | 99.39% |
19.11.2024 | 11.39% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'712 | 313'260 | 50'599 CHF | 29'089 CHF | 99.22% | 99.22% |
18.11.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 551'007 | 363'982 | 50'851 CHF | 37'580 CHF | 99.29% | 99.29% |
15.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 504'398 | 482'470 | 49'951 CHF | 52'721 CHF | 99.38% | 99.38% |
14.11.2024 | 9.73% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'534 | 466'733 | 50'086 CHF | 50'744 CHF | 99.35% | 99.35% |
13.11.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 518'346 | 440'460 | 50'592 CHF | 47'888 CHF | 99.39% | 99.39% |
12.11.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'889 | 474'889 | 51'280 CHF | 56'029 CHF | 99.05% | 99.05% |
11.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'559 | 476'559 | 51'991 CHF | 56'757 CHF | 99.24% | 99.24% |
08.11.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 414'288 | 414'287 | 50'975 CHF | 55'118 CHF | 99.38% | 99.38% |
07.11.2024 | 4.97% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 264'891 | 264'891 | 51'960 CHF | 54'609 CHF | 99.26% | 99.26% |