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 | 15.25% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 836'501 | 420'668 | 50'655 CHF | 29'686 CHF | 99.39% | 99.39% |
19.11.2024 | 16.37% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 905'046 | 461'783 | 50'777 CHF | 30'517 CHF | 99.27% | 99.27% |
18.11.2024 | 14.99% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 821'937 | 416'170 | 50'722 CHF | 29'855 CHF | 99.27% | 99.27% |
15.11.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 835'637 | 420'615 | 50'685 CHF | 29'723 CHF | 99.38% | 99.38% |
14.11.2024 | 15.46% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 852'016 | 432'086 | 50'833 CHF | 30'098 CHF | 99.35% | 99.35% |
13.11.2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 929'678 | 476'559 | 50'616 CHF | 30'717 CHF | 99.39% | 99.39% |
12.11.2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 952'566 | 476'422 | 49'723 CHF | 29'661 CHF | 99.02% | 99.02% |
11.11.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 729'720 | 377'360 | 50'725 CHF | 30'005 CHF | 99.29% | 99.29% |
08.11.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'326 | 374'059 | 50'327 CHF | 29'838 CHF | 99.37% | 99.37% |
07.11.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 645'467 | 333'349 | 50'244 CHF | 29'274 CHF | 99.30% | 99.30% |