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 | 15.34% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 842'659 | 422'793 | 50'728 CHF | 29'681 CHF | 99.38% | 99.38% |
19.11.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 794'275 | 406'961 | 49'730 CHF | 29'571 CHF | 99.09% | 99.09% |
18.11.2024 | 13.99% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 757'604 | 391'777 | 50'361 CHF | 29'964 CHF | 99.28% | 99.28% |
15.11.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 718'650 | 372'784 | 50'450 CHF | 29'898 CHF | 99.38% | 99.38% |
14.11.2024 | 11.04% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 586'373 | 321'676 | 50'080 CHF | 30'913 CHF | 97.95% | 97.95% |
13.11.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 482'968 | 427'459 | 47'017 CHF | 46'263 CHF | 91.76% | 91.76% |
12.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'802 | 492'802 | 50'104 CHF | 55'032 CHF | 99.09% | 99.09% |
11.11.2024 | 8.75% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 474'491 | 474'491 | 51'862 CHF | 56'607 CHF | 99.22% | 99.22% |
08.11.2024 | 9.62% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 517'190 | 441'590 | 51'168 CHF | 48'792 CHF | 99.39% | 99.39% |
07.11.2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 686'209 | 356'439 | 50'418 CHF | 29'756 CHF | 99.27% | 99.27% |