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 | 11.66% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 617'177 | 319'870 | 49'848 CHF | 29'025 CHF | 99.37% | 99.37% |
19.11.2024 | 11.42% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 603'347 | 310'567 | 49'843 CHF | 28'740 CHF | 99.24% | 99.24% |
18.11.2024 | 11.51% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 614'851 | 314'805 | 50'375 CHF | 28'926 CHF | 99.29% | 99.29% |
15.11.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 551'979 | 371'526 | 50'831 CHF | 38'577 CHF | 99.37% | 99.37% |
14.11.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'268 | 324'957 | 49'738 CHF | 29'182 CHF | 99.34% | 99.34% |
13.11.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 610'885 | 314'212 | 50'372 CHF | 29'045 CHF | 99.36% | 99.36% |
12.11.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 580'328 | 310'215 | 50'827 CHF | 30'376 CHF | 99.08% | 99.08% |
11.11.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 470'408 | 470'407 | 51'830 CHF | 56'534 CHF | 99.28% | 99.28% |
08.11.2024 | 8.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 477'987 | 477'987 | 52'180 CHF | 56'960 CHF | 99.37% | 99.37% |
07.11.2024 | 10.03% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 535'755 | 399'295 | 50'776 CHF | 42'646 CHF | 99.22% | 99.22% |