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 | 8.94% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'933 | 482'933 | 51'638 CHF | 56'467 CHF | 100.00% | 100.00% |
19.11.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'793 | 497'793 | 50'059 CHF | 55'037 CHF | 99.88% | 99.88% |
18.11.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 455'734 | 455'734 | 51'755 CHF | 56'313 CHF | 99.89% | 99.89% |
15.11.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 411'322 | 411'322 | 51'583 CHF | 55'697 CHF | 100.00% | 100.00% |
14.11.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 422'488 | 422'488 | 51'652 CHF | 55'877 CHF | 99.98% | 99.98% |
13.11.2024 | 9.48% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 499'740 | 499'740 | 50'214 CHF | 55'211 CHF | 100.00% | 100.00% |
12.11.2024 | 8.77% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 471'743 | 471'743 | 51'466 CHF | 56'183 CHF | 99.70% | 99.70% |
11.11.2024 | 6.69% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 362'683 | 362'683 | 52'456 CHF | 56'083 CHF | 99.90% | 99.90% |
08.11.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 348'701 | 348'700 | 52'156 CHF | 55'642 CHF | 100.00% | 100.00% |
07.11.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 280'756 | 280'758 | 52'141 CHF | 54'949 CHF | 99.88% | 99.88% |