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 | 11.58% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'106 | 317'845 | 50'326 CHF | 29'047 CHF | 99.50% | 99.50% |
19.11.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 598'448 | 310'573 | 49'971 CHF | 29'011 CHF | 99.33% | 99.33% |
18.11.2024 | 13.70% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 738'573 | 383'600 | 50'238 CHF | 29'935 CHF | 99.22% | 99.22% |
15.11.2024 | 15.45% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 853'009 | 428'312 | 50'971 CHF | 29'875 CHF | 99.48% | 99.48% |
14.11.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 910'640 | 462'769 | 49'796 CHF | 29'936 CHF | 98.11% | 98.11% |
13.11.2024 | 14.44% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 682'106 | 352'195 | 43'801 CHF | 26'140 CHF | 99.03% | 99.03% |
12.11.2024 | 16.01% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 434'192 | 221'951 | 24'944 CHF | 14'968 CHF | 98.88% | 98.88% |
11.11.2024 | 11.35% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 303'993 | 160'193 | 25'295 CHF | 14'941 CHF | 99.26% | 99.26% |
08.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 238'000 | 238'000 | 248'854 | 248'854 | 24'958 CHF | 27'447 CHF | 93.21% | 93.21% |
07.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 24'999 CHF | 27'499 CHF | 99.23% | 99.23% |