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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 9.53% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 509'169 | 453'845 | 50'892 CHF | 50'596 CHF | 99.49% | 99.49% |
20.11.2024 | 8.12% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 438'480 | 438'480 | 51'841 CHF | 56'226 CHF | 99.49% | 99.49% |
19.11.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 489'015 | 486'809 | 49'813 CHF | 54'480 CHF | 99.02% | 99.02% |
18.11.2024 | 7.70% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 409'048 | 409'049 | 51'137 CHF | 55'227 CHF | 99.32% | 99.32% |
15.11.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 403'241 | 403'197 | 52'153 CHF | 56'180 CHF | 99.49% | 99.49% |
14.11.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 421'196 | 421'196 | 51'214 CHF | 55'426 CHF | 99.46% | 99.46% |
13.11.2024 | 6.14% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 296'327 | 296'326 | 46'546 CHF | 49'509 CHF | 99.29% | 99.29% |
12.11.2024 | 7.67% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 204'803 | 204'784 | 25'691 CHF | 27'736 CHF | 98.89% | 98.89% |
11.11.2024 | 6.78% | 0.12 CHF | 0.13 CHF | 238'000 | 238'000 | 183'082 | 183'081 | 26'074 CHF | 27'904 CHF | 98.36% | 98.36% |
08.11.2024 | 5.05% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 130'621 | 130'621 | 25'186 CHF | 26'492 CHF | 99.41% | 99.41% |