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 | 14.19% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 767'707 | 395'669 | 50'285 CHF | 29'875 CHF | 99.80% | 99.80% |
19.11.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 556'340 | 364'908 | 51'175 CHF | 37'800 CHF | 99.71% | 99.71% |
18.11.2024 | 11.39% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 606'902 | 310'292 | 50'299 CHF | 28'803 CHF | 99.69% | 99.69% |
15.11.2024 | 11.88% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 637'252 | 329'964 | 50'449 CHF | 29'418 CHF | 99.80% | 99.80% |
14.11.2024 | 12.87% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 696'286 | 360'643 | 50'633 CHF | 29'833 CHF | 99.80% | 99.80% |
13.11.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 684'206 | 354'603 | 50'449 CHF | 29'693 CHF | 99.80% | 99.80% |
12.11.2024 | 11.12% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 596'373 | 309'067 | 50'654 CHF | 29'350 CHF | 99.50% | 99.50% |
11.11.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 596'473 | 300'266 | 50'652 CHF | 28'500 CHF | 99.70% | 99.70% |
08.11.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 582'692 | 300'351 | 51'628 CHF | 29'626 CHF | 99.81% | 99.81% |
07.11.2024 | 11.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 628'749 | 327'505 | 49'737 CHF | 29'183 CHF | 95.68% | 95.68% |