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 | 19.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'502 | 353'181 | 47'224 CHF | 20'652 CHF | 99.37% | 99.37% |
20.11.2024 | 13.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 727'451 | 377'309 | 50'386 CHF | 29'909 CHF | 99.38% | 99.38% |
19.11.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 722'155 | 376'356 | 49'736 CHF | 29'696 CHF | 99.10% | 99.10% |
18.11.2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 650'866 | 338'420 | 50'286 CHF | 29'531 CHF | 99.28% | 99.28% |
15.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 678'837 | 352'864 | 50'334 CHF | 29'694 CHF | 99.37% | 99.37% |
14.11.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 679'893 | 353'339 | 50'373 CHF | 29'713 CHF | 99.35% | 99.35% |
13.11.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 711'674 | 369'199 | 50'379 CHF | 29'828 CHF | 99.38% | 99.38% |
12.11.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 703'967 | 365'266 | 50'402 CHF | 29'804 CHF | 99.06% | 99.06% |
11.11.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'392 | 319'750 | 50'504 CHF | 29'086 CHF | 99.20% | 99.20% |
08.11.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 762'805 | 393'774 | 50'397 CHF | 29'955 CHF | 99.39% | 99.39% |