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 | 11.01% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 590'571 | 299'814 | 50'718 CHF | 28'755 CHF | 99.39% | 99.39% |
19.11.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 582'861 | 307'655 | 51'169 CHF | 30'194 CHF | 98.57% | 98.57% |
18.11.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'011 | 498'011 | 50'265 CHF | 55'245 CHF | 99.26% | 99.26% |
15.11.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 524'039 | 432'681 | 50'454 CHF | 46'575 CHF | 99.38% | 99.38% |
14.11.2024 | 12.28% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 658'967 | 342'786 | 50'371 CHF | 29'634 CHF | 99.35% | 99.35% |
13.11.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 619'766 | 317'422 | 50'254 CHF | 28'900 CHF | 99.36% | 99.36% |
12.11.2024 | 11.12% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 596'188 | 306'385 | 50'662 CHF | 29'098 CHF | 99.06% | 99.06% |
11.11.2024 | 10.12% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 544'694 | 380'816 | 51'047 CHF | 40'030 CHF | 99.26% | 99.26% |
08.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 573'157 | 304'725 | 51'578 CHF | 30'516 CHF | 99.39% | 99.39% |
07.11.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 446'908 | 446'908 | 51'545 CHF | 56'014 CHF | 99.27% | 99.27% |