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 | 9.69% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 597'071 | 535'683 | 58'629 CHF | 58'347 CHF | 99.38% | 99.38% |
19.11.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 650'000 | 325'000 | 653'456 | 335'712 | 56'930 CHF | 32'596 CHF | 97.03% | 97.03% |
18.11.2024 | 11.64% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 709'197 | 361'547 | 57'419 CHF | 32'889 CHF | 99.10% | 99.10% |
15.11.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 750'000 | 375'000 | 707'022 | 361'716 | 57'439 CHF | 33'002 CHF | 98.52% | 98.52% |
14.11.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 625'000 | 625'000 | 610'754 | 479'302 | 57'945 CHF | 50'853 CHF | 99.32% | 99.32% |
13.11.2024 | 11.32% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 601'111 | 339'793 | 50'442 CHF | 32'397 CHF | 99.06% | 99.06% |
12.11.2024 | 12.58% | 0.07 CHF | 0.08 CHF | 388'000 | 200'000 | 374'080 | 192'163 | 27'862 CHF | 16'235 CHF | 99.05% | 99.05% |
11.11.2024 | 15.00% | 0.07 CHF | 0.08 CHF | 438'000 | 225'000 | 462'126 | 233'097 | 28'496 CHF | 16'706 CHF | 99.28% | 99.28% |
08.11.2024 | 16.21% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 484'392 | 245'868 | 27'471 CHF | 16'404 CHF | 99.31% | 99.31% |
07.11.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 480'481 | 244'357 | 27'640 CHF | 16'505 CHF | 99.06% | 99.06% |