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 | 11.56% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 612'355 | 322'840 | 49'964 CHF | 29'587 CHF | 99.01% | 99.01% |
19.11.2024 | 9.57% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 501'460 | 481'161 | 49'905 CHF | 52'817 CHF | 98.46% | 98.46% |
18.11.2024 | 8.82% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 477'257 | 477'257 | 51'798 CHF | 56'570 CHF | 99.39% | 99.39% |
15.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 471'544 | 471'544 | 52'077 CHF | 56'793 CHF | 99.44% | 99.44% |
14.11.2024 | 9.80% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 515'189 | 445'541 | 50'015 CHF | 48'102 CHF | 98.67% | 98.67% |
13.11.2024 | 9.38% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 444'703 | 384'543 | 44'725 CHF | 43'220 CHF | 98.79% | 98.79% |
12.11.2024 | 8.66% | 0.12 CHF | 0.13 CHF | 238'000 | 238'000 | 234'483 | 234'453 | 25'913 CHF | 28'254 CHF | 98.90% | 98.90% |
11.11.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 213'000 | 213'000 | 205'718 | 205'718 | 25'811 CHF | 27'868 CHF | 99.28% | 99.28% |
08.11.2024 | 7.02% | 0.15 CHF | 0.16 CHF | 188'000 | 188'000 | 191'374 | 191'374 | 26'332 CHF | 28'246 CHF | 99.42% | 99.42% |
07.11.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 163'000 | 163'000 | 156'466 | 156'466 | 25'701 CHF | 27'266 CHF | 99.30% | 99.30% |