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 | 12.63% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 685'709 | 355'231 | 50'870 CHF | 29'907 CHF | 99.21% | 99.21% |
19.11.2024 | 14.26% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 767'502 | 396'524 | 50'002 CHF | 29'803 CHF | 97.87% | 97.87% |
18.11.2024 | 12.90% | 0.06 CHF | 0.07 CHF | 725'000 | 375'000 | 685'330 | 356'149 | 49'760 CHF | 29'423 CHF | 97.81% | 97.81% |
15.11.2024 | 9.93% | 0.08 CHF | 0.09 CHF | 575'000 | 300'000 | 517'997 | 445'359 | 49'596 CHF | 47'849 CHF | 93.90% | 93.90% |
14.11.2024 | 7.20% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 387'978 | 387'965 | 51'994 CHF | 55'872 CHF | 94.37% | 94.37% |
13.11.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 328'057 | 328'057 | 46'885 CHF | 50'165 CHF | 97.39% | 97.39% |
12.11.2024 | 6.75% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 183'015 | 183'015 | 26'207 CHF | 28'037 CHF | 98.70% | 98.70% |
11.11.2024 | 6.62% | 0.16 CHF | 0.17 CHF | 163'000 | 163'000 | 179'786 | 179'788 | 26'249 CHF | 28'047 CHF | 99.02% | 99.02% |
08.11.2024 | 9.15% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 242'847 | 240'524 | 25'358 CHF | 27'531 CHF | 97.26% | 97.26% |
07.11.2024 | 12.21% | 0.09 CHF | 0.10 CHF | 313'000 | 163'000 | 326'978 | 170'245 | 25'119 CHF | 14'788 CHF | 98.74% | 98.74% |