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 | 11.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 619'208 | 318'480 | 50'633 CHF | 29'217 CHF | 100.00% | 100.00% |
19.11.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 672'391 | 348'271 | 50'449 CHF | 29'611 CHF | 99.21% | 99.21% |
18.11.2024 | 11.44% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 612'124 | 312'128 | 50'453 CHF | 28'837 CHF | 99.90% | 99.90% |
15.11.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 604'503 | 304'881 | 50'731 CHF | 28'628 CHF | 100.00% | 100.00% |
14.11.2024 | 12.84% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 696'268 | 359'970 | 50'727 CHF | 29'836 CHF | 100.00% | 100.00% |
13.11.2024 | 14.10% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 768'020 | 394'049 | 50'620 CHF | 29'930 CHF | 100.00% | 100.00% |
12.11.2024 | 10.71% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 579'088 | 307'639 | 51'210 CHF | 30'323 CHF | 99.69% | 99.69% |
11.11.2024 | 10.18% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 554'919 | 353'879 | 51'747 CHF | 36'924 CHF | 99.88% | 99.88% |
08.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 587'642 | 300'000 | 51'425 CHF | 29'269 CHF | 100.00% | 100.00% |
07.11.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 544'954 | 380'139 | 51'266 CHF | 40'003 CHF | 99.91% | 99.91% |