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 | 9.79% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'290 | 453'180 | 49'967 CHF | 49'070 CHF | 99.17% | 99.17% |
19.11.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 511'181 | 459'517 | 49'992 CHF | 49'930 CHF | 98.83% | 98.83% |
18.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 505'741 | 472'502 | 50'422 CHF | 52'119 CHF | 99.20% | 99.20% |
15.11.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 425'250 | 425'250 | 51'009 CHF | 55'261 CHF | 98.68% | 98.68% |
14.11.2024 | 5.77% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 305'920 | 305'909 | 51'514 CHF | 54'572 CHF | 98.51% | 98.51% |
13.11.2024 | 5.63% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 269'802 | 269'802 | 46'395 CHF | 49'093 CHF | 97.90% | 97.90% |
12.11.2024 | 4.88% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 128'198 | 128'200 | 25'623 CHF | 26'905 CHF | 99.13% | 99.13% |
11.11.2024 | 4.09% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 107'796 | 107'796 | 25'776 CHF | 26'854 CHF | 99.02% | 99.02% |
08.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 105'965 | 105'965 | 26'483 CHF | 27'543 CHF | 99.30% | 99.30% |
07.11.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 102'667 | 102'667 | 26'266 CHF | 27'293 CHF | 99.25% | 99.25% |