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 | 8.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 447'457 | 438'775 | 51'066 CHF | 54'638 CHF | 99.21% | 99.21% |
19.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 562'665 | 351'246 | 50'287 CHF | 35'454 CHF | 99.19% | 99.19% |
18.11.2024 | 11.62% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 624'972 | 323'716 | 50'719 CHF | 29'507 CHF | 99.27% | 99.27% |
15.11.2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 605'372 | 311'405 | 50'444 CHF | 29'059 CHF | 98.50% | 98.50% |
14.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 449'962 | 449'907 | 51'593 CHF | 56'086 CHF | 99.22% | 99.22% |
13.11.2024 | 9.22% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 423'455 | 393'776 | 44'047 CHF | 45'253 CHF | 98.85% | 98.85% |
12.11.2024 | 10.73% | 0.08 CHF | 0.09 CHF | 300'000 | 150'000 | 286'834 | 152'405 | 25'304 CHF | 15'001 CHF | 98.98% | 98.98% |
11.11.2024 | 13.79% | 0.08 CHF | 0.09 CHF | 338'000 | 175'000 | 374'301 | 193'226 | 25'279 CHF | 14'983 CHF | 99.31% | 99.31% |
08.11.2024 | 14.68% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 400'131 | 204'108 | 25'271 CHF | 14'942 CHF | 99.38% | 99.38% |
07.11.2024 | 16.03% | 0.06 CHF | 0.07 CHF | 463'000 | 238'000 | 438'537 | 223'776 | 25'159 CHF | 15'073 CHF | 99.06% | 99.06% |