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 | 27.46% | 0.06 CHF | 0.08 CHF | 775'000 | 400'000 | 805'552 | 409'576 | 50'607 CHF | 33'938 CHF | 100.00% | 100.00% |
19.11.2024 | 26.30% | 0.07 CHF | 0.09 CHF | 775'000 | 400'000 | 761'851 | 393'426 | 50'314 CHF | 33'852 CHF | 99.86% | 99.86% |
18.11.2024 | 24.98% | 0.07 CHF | 0.09 CHF | 725'000 | 375'000 | 724'467 | 374'733 | 50'769 CHF | 33'755 CHF | 99.90% | 99.90% |
15.11.2024 | 24.55% | 0.07 CHF | 0.09 CHF | 725'000 | 375'000 | 707'007 | 366'005 | 50'525 CHF | 33'477 CHF | 100.00% | 100.00% |
14.11.2024 | 23.58% | 0.08 CHF | 0.10 CHF | 675'000 | 350'000 | 677'091 | 351'045 | 50'648 CHF | 33'280 CHF | 100.00% | 100.00% |
13.11.2024 | 23.81% | 0.08 CHF | 0.10 CHF | 675'000 | 350'000 | 685'195 | 355'098 | 50'710 CHF | 33'383 CHF | 100.00% | 100.00% |
12.11.2024 | 24.18% | 0.07 CHF | 0.09 CHF | 725'000 | 375'000 | 697'306 | 361'153 | 50'700 CHF | 33'483 CHF | 99.69% | 99.69% |
11.11.2024 | 23.70% | 0.08 CHF | 0.10 CHF | 725'000 | 375'000 | 678'749 | 357'324 | 50'512 CHF | 33'736 CHF | 99.86% | 99.86% |
08.11.2024 | 17.81% | 0.10 CHF | 0.12 CHF | 500'000 | 500'000 | 493'752 | 493'752 | 50'548 CHF | 60'423 CHF | 100.00% | 100.00% |
07.11.2024 | 17.38% | 0.10 CHF | 0.12 CHF | 500'000 | 500'000 | 487'234 | 487'234 | 51'254 CHF | 60'999 CHF | 99.87% | 99.87% |