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 | 15.93% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 880'225 | 446'613 | 50'844 CHF | 30'253 CHF | 99.38% | 99.38% |
19.11.2024 | 12.16% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 648'362 | 339'767 | 50'057 CHF | 29'677 CHF | 99.07% | 99.07% |
18.11.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'073 | 397'072 | 51'983 CHF | 55'954 CHF | 99.28% | 99.28% |
15.11.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'344 | 369'344 | 52'459 CHF | 56'152 CHF | 99.39% | 99.39% |
14.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'361 | 347'361 | 52'457 CHF | 55'930 CHF | 99.34% | 99.34% |
13.11.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 354'440 | 354'440 | 52'422 CHF | 55'966 CHF | 99.38% | 99.38% |
12.11.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'080 | 368'080 | 52'522 CHF | 56'203 CHF | 99.09% | 99.09% |
11.11.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 378'922 | 378'922 | 52'524 CHF | 56'313 CHF | 99.30% | 99.30% |
08.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'715 | 400'715 | 52'093 CHF | 56'100 CHF | 99.38% | 99.38% |
07.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 432'860 | 432'860 | 51'274 CHF | 55'602 CHF | 99.27% | 99.27% |