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 | 27.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'221 CHF | 10'305 CHF | 99.37% | 99.37% |
20.11.2024 | 14.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 790'955 | 407'898 | 50'163 CHF | 29'956 CHF | 99.38% | 99.38% |
19.11.2024 | 14.34% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 779'009 | 398'672 | 50'374 CHF | 29'793 CHF | 99.26% | 99.26% |
18.11.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 654'057 | 339'753 | 50'310 CHF | 29'531 CHF | 99.30% | 99.30% |
15.11.2024 | 12.73% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 683'439 | 355'189 | 50'289 CHF | 29'690 CHF | 99.39% | 99.39% |
14.11.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 679'898 | 353'341 | 50'290 CHF | 29'671 CHF | 99.35% | 99.35% |
13.11.2024 | 13.01% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 701'114 | 363'916 | 50'370 CHF | 29'789 CHF | 99.38% | 99.38% |
12.11.2024 | 12.87% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 691'394 | 358'626 | 50'250 CHF | 29'653 CHF | 99.08% | 99.08% |
11.11.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'326 | 307'034 | 51'206 CHF | 29'653 CHF | 99.23% | 99.23% |
08.11.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 785'580 | 401'367 | 50'496 CHF | 29'832 CHF | 99.38% | 99.38% |