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 | 12.70% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 678'873 | 353'887 | 50'064 CHF | 29'641 CHF | 98.99% | 98.99% |
19.11.2024 | 13.85% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 745'670 | 385'752 | 50'122 CHF | 29'790 CHF | 97.60% | 97.60% |
18.11.2024 | 12.89% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 681'050 | 355'311 | 49'533 CHF | 29'385 CHF | 99.38% | 99.38% |
15.11.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 577'530 | 314'146 | 51'152 CHF | 31'094 CHF | 99.33% | 99.33% |
14.11.2024 | 8.16% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 434'584 | 434'157 | 51'054 CHF | 55'349 CHF | 98.49% | 98.49% |
13.11.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 363'295 | 363'073 | 45'960 CHF | 49'562 CHF | 98.38% | 98.38% |
12.11.2024 | 7.73% | 0.11 CHF | 0.12 CHF | 238'000 | 238'000 | 206'741 | 206'741 | 25'703 CHF | 27'770 CHF | 98.87% | 98.87% |
11.11.2024 | 7.62% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 204'816 | 204'816 | 25'873 CHF | 27'922 CHF | 99.07% | 99.07% |
08.11.2024 | 10.14% | 0.12 CHF | 0.13 CHF | 238'000 | 238'000 | 276'772 | 176'243 | 25'915 CHF | 18'610 CHF | 99.49% | 99.49% |
07.11.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 338'000 | 175'000 | 341'093 | 177'003 | 25'332 CHF | 14'918 CHF | 98.59% | 98.59% |