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 | 449'087 | 443'254 | 51'237 CHF | 55'120 CHF | 99.46% | 99.46% |
19.11.2024 | 7.32% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 391'353 | 391'352 | 51'527 CHF | 55'440 CHF | 98.76% | 98.76% |
18.11.2024 | 8.24% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 440'120 | 440'120 | 51'198 CHF | 55'599 CHF | 99.29% | 99.29% |
15.11.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 397'577 | 397'577 | 51'510 CHF | 55'486 CHF | 99.36% | 99.36% |
14.11.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 378'027 | 378'027 | 52'321 CHF | 56'101 CHF | 99.29% | 99.29% |
13.11.2024 | 9.01% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 434'326 | 431'506 | 46'224 CHF | 50'242 CHF | 94.55% | 94.55% |
12.11.2024 | 6.57% | 0.12 CHF | 0.13 CHF | 188'000 | 188'000 | 176'105 | 176'105 | 25'938 CHF | 27'699 CHF | 98.86% | 98.86% |
11.11.2024 | 8.82% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 231'055 | 223'606 | 25'054 CHF | 26'592 CHF | 99.33% | 99.33% |
08.11.2024 | 10.76% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 289'802 | 168'339 | 25'490 CHF | 16'781 CHF | 99.41% | 99.41% |
07.11.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 284'418 | 155'238 | 25'700 CHF | 15'603 CHF | 98.79% | 98.79% |