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 | 17.07% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 933'954 | 472'382 | 50'087 CHF | 30'074 CHF | 100.00% | 100.00% |
19.11.2024 | 13.82% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 749'632 | 385'774 | 50'479 CHF | 29'856 CHF | 99.89% | 99.89% |
18.11.2024 | 16.43% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'107 | 465'071 | 50'843 CHF | 30'625 CHF | 99.90% | 99.90% |
15.11.2024 | 18.05% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 988'350 | 483'117 | 49'857 CHF | 29'246 CHF | 100.00% | 100.00% |
14.11.2024 | 17.38% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 951'974 | 482'548 | 50'051 CHF | 30'208 CHF | 100.00% | 100.00% |
13.11.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 736'073 | 380'144 | 50'416 CHF | 29'844 CHF | 100.00% | 100.00% |
12.11.2024 | 16.93% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 936'440 | 469'187 | 50'655 CHF | 30'112 CHF | 99.72% | 99.72% |
11.11.2024 | 19.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'078 | 276'207 | 44'912 CHF | 15'350 CHF | 99.87% | 99.87% |
08.11.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 741'226 | 383'113 | 50'581 CHF | 29'976 CHF | 100.00% | 100.00% |
07.11.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 612'348 | 326'918 | 51'308 CHF | 30'826 CHF | 99.91% | 99.91% |