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 | 11.34% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 489'060 | 75'000 | 46'385 CHF | 7'984 CHF | 96.88% | 96.88% |
19.11.2024 | 11.18% | 0.10 CHF | 0.11 CHF | 477'802 | 75'000 | 468'516 | 75'000 | 48'833 CHF | 8'748 CHF | 83.30% | 83.30% |
18.11.2024 | 14.83% | 0.11 CHF | 0.13 CHF | 451'022 | 75'000 | 445'106 | 62'984 | 49'025 CHF | 7'868 CHF | 91.78% | 91.78% |
15.11.2024 | 9.83% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 318'234 | 50'000 | 51'064 CHF | 8'871 CHF | 83.19% | 83.19% |
14.11.2024 | 9.53% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 310'404 | 50'000 | 50'992 CHF | 9'060 CHF | 99.27% | 99.27% |
13.11.2024 | 7.99% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 267'855 | 49'685 | 50'834 CHF | 10'332 CHF | 95.44% | 95.44% |
12.11.2024 | 6.92% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 225'647 | 50'000 | 50'564 CHF | 12'018 CHF | 87.29% | 87.29% |
11.11.2024 | 5.62% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 209'278 | 50'000 | 50'371 CHF | 12'735 CHF | 99.46% | 99.46% |
08.11.2024 | 6.72% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 208'729 | 50'000 | 50'349 CHF | 12'903 CHF | 100.00% | 100.00% |
07.11.2024 | 7.42% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 201'250 | 48'746 | 50'102 CHF | 13'074 CHF | 99.05% | 99.05% |