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 | 12.41% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 669'706 | 347'355 | 50'609 CHF | 29'724 CHF | 99.38% | 99.38% |
19.11.2024 | 12.85% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 689'306 | 359'402 | 50'202 CHF | 29'775 CHF | 98.26% | 98.26% |
18.11.2024 | 12.00% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 642'885 | 337'961 | 50'333 CHF | 29'898 CHF | 99.30% | 99.30% |
15.11.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 508'553 | 477'191 | 50'098 CHF | 52'014 CHF | 99.38% | 99.38% |
14.11.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 554'986 | 374'714 | 50'986 CHF | 38'907 CHF | 99.38% | 99.38% |
13.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 560'205 | 348'922 | 50'805 CHF | 35'657 CHF | 99.36% | 99.36% |
12.11.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 506'193 | 472'781 | 49'676 CHF | 51'373 CHF | 99.07% | 99.07% |
11.11.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 437'496 | 437'496 | 51'307 CHF | 55'682 CHF | 99.30% | 99.30% |
08.11.2024 | 8.35% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 451'008 | 451'008 | 51'744 CHF | 56'254 CHF | 99.38% | 99.38% |
07.11.2024 | 10.10% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 539'371 | 391'572 | 50'692 CHF | 41'372 CHF | 99.25% | 99.25% |