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 | 10.88% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 583'593 | 330'219 | 50'714 CHF | 32'364 CHF | 99.50% | 99.50% |
19.11.2024 | 11.36% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 603'741 | 314'443 | 50'173 CHF | 29'249 CHF | 97.55% | 97.55% |
18.11.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 479'948 | 479'948 | 51'336 CHF | 56'135 CHF | 99.33% | 99.33% |
15.11.2024 | 10.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 567'353 | 330'217 | 51'157 CHF | 33'443 CHF | 98.53% | 98.53% |
14.11.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 538'472 | 388'798 | 50'512 CHF | 41'005 CHF | 98.90% | 98.90% |
13.11.2024 | 10.72% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 514'228 | 298'028 | 45'319 CHF | 29'708 CHF | 98.15% | 98.15% |
12.11.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 290'895 | 157'355 | 25'721 CHF | 15'575 CHF | 99.07% | 99.07% |
11.11.2024 | 12.92% | 0.08 CHF | 0.09 CHF | 313'000 | 163'000 | 348'443 | 181'076 | 25'218 CHF | 14'918 CHF | 98.20% | 98.20% |
08.11.2024 | 15.23% | 0.07 CHF | 0.08 CHF | 388'000 | 200'000 | 416'156 | 212'208 | 25'249 CHF | 14'998 CHF | 99.43% | 99.43% |
07.11.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 338'000 | 175'000 | 319'457 | 168'884 | 24'806 CHF | 14'818 CHF | 98.83% | 98.83% |