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 | 9.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'878 | 490'878 | 51'047 CHF | 55'956 CHF | 99.37% | 99.37% |
19.11.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'125 | 497'125 | 49'786 CHF | 54'757 CHF | 99.28% | 99.28% |
18.11.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'405 | 487'405 | 50'845 CHF | 55'719 CHF | 99.27% | 99.27% |
15.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'012 | 476'012 | 52'307 CHF | 57'068 CHF | 99.39% | 99.39% |
14.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'283 | 499'283 | 49'969 CHF | 54'962 CHF | 99.36% | 99.36% |
13.11.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 466'133 | 466'133 | 51'817 CHF | 56'478 CHF | 99.36% | 99.36% |
12.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'334 | 473'334 | 51'897 CHF | 56'631 CHF | 99.04% | 99.04% |
11.11.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 463'292 | 463'291 | 51'496 CHF | 56'129 CHF | 99.24% | 99.24% |
08.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'393 | 493'619 | 50'089 CHF | 54'220 CHF | 99.38% | 99.38% |
07.11.2024 | 10.33% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 561'532 | 327'010 | 51'556 CHF | 33'514 CHF | 99.27% | 99.27% |