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 | 12.31% | 0.08 CHF | 0.09 CHF | 900'000 | 450'000 | 980'913 | 491'309 | 74'788 CHF | 42'376 CHF | 99.48% | 99.48% |
19.11.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 875'000 | 450'000 | 829'100 | 426'611 | 72'630 CHF | 41'642 CHF | 97.22% | 97.22% |
18.11.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 875'000 | 450'000 | 811'700 | 409'626 | 72'638 CHF | 40'751 CHF | 99.33% | 99.33% |
15.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 775'000 | 400'000 | 809'598 | 411'646 | 72'854 CHF | 41'160 CHF | 99.44% | 99.44% |
14.11.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 900'000 | 450'000 | 889'275 | 450'386 | 75'633 CHF | 42'809 CHF | 99.20% | 99.20% |
13.11.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 975'000 | 500'000 | 765'228 | 389'937 | 65'869 CHF | 37'451 CHF | 97.87% | 97.87% |
12.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 400'000 | 200'000 | 400'202 | 205'849 | 36'018 CHF | 20'584 CHF | 98.88% | 98.88% |
11.11.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 388'000 | 388'000 | 373'029 | 328'664 | 36'345 CHF | 35'576 CHF | 99.21% | 99.21% |
08.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 338'000 | 338'000 | 352'334 | 352'323 | 35'262 CHF | 38'784 CHF | 99.32% | 99.32% |
07.11.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 313'000 | 313'000 | 306'993 | 306'992 | 35'496 CHF | 38'566 CHF | 99.07% | 99.07% |