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 | 11.34% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 607'718 | 307'718 | 50'567 CHF | 28'670 CHF | 99.39% | 99.39% |
19.11.2024 | 10.98% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 589'386 | 308'408 | 50'745 CHF | 29'670 CHF | 99.30% | 99.30% |
18.11.2024 | 10.33% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 558'322 | 339'561 | 51'239 CHF | 34'910 CHF | 99.27% | 99.27% |
15.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 507'512 | 479'969 | 50'254 CHF | 52'537 CHF | 99.39% | 99.39% |
14.11.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 570'856 | 301'857 | 51'442 CHF | 30'239 CHF | 99.38% | 99.38% |
13.11.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 534'238 | 400'218 | 50'610 CHF | 42'492 CHF | 99.38% | 99.38% |
12.11.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'403 | 495'402 | 50'013 CHF | 54'967 CHF | 99.09% | 99.09% |
11.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'617 | 473'617 | 52'098 CHF | 56'834 CHF | 99.23% | 99.23% |
08.11.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'178 | 471'178 | 52'134 CHF | 56'846 CHF | 99.39% | 99.39% |
07.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'159 | 474'159 | 52'019 CHF | 56'760 CHF | 99.28% | 99.28% |