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 | 9.16% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'566 | 489'566 | 51'049 CHF | 55'945 CHF | 100.00% | 100.00% |
19.11.2024 | 10.01% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 533'489 | 410'564 | 50'643 CHF | 43'547 CHF | 99.91% | 99.91% |
18.11.2024 | 9.44% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 498'096 | 498'096 | 50'268 CHF | 55'249 CHF | 99.91% | 99.91% |
15.11.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 478'373 | 478'373 | 51'540 CHF | 56'324 CHF | 100.00% | 100.00% |
14.11.2024 | 8.19% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 438'544 | 438'544 | 51'322 CHF | 55'708 CHF | 100.00% | 100.00% |
13.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 448'812 | 448'813 | 51'525 CHF | 56'013 CHF | 100.00% | 100.00% |
12.11.2024 | 6.46% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 348'249 | 348'248 | 52'180 CHF | 55'663 CHF | 99.70% | 99.70% |
11.11.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 321'176 | 321'176 | 51'971 CHF | 55'182 CHF | 99.91% | 99.91% |
08.11.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 365'581 | 365'581 | 52'413 CHF | 56'069 CHF | 100.00% | 100.00% |
07.11.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 333'528 | 333'528 | 52'068 CHF | 55'404 CHF | 99.87% | 99.87% |