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 | 10.80% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'673 | 309'814 | 51'335 CHF | 30'326 CHF | 100.00% | 100.00% |
19.11.2024 | 9.38% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 497'921 | 480'407 | 50'645 CHF | 53'904 CHF | 99.89% | 99.89% |
18.11.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 556'800 | 350'064 | 51'218 CHF | 36'133 CHF | 99.88% | 99.88% |
15.11.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 650'563 | 334'309 | 50'699 CHF | 29'379 CHF | 100.00% | 100.00% |
14.11.2024 | 10.47% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 560'320 | 392'808 | 50'698 CHF | 40'488 CHF | 99.98% | 99.98% |
13.11.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 479'209 | 476'355 | 50'596 CHF | 55'086 CHF | 100.00% | 100.00% |
12.11.2024 | 10.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 556'186 | 347'154 | 51'390 CHF | 35'929 CHF | 99.69% | 99.69% |
11.11.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'584 | 369'292 | 50'607 CHF | 29'884 CHF | 99.87% | 99.87% |
08.11.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 647'557 | 333'935 | 50'656 CHF | 29'449 CHF | 100.00% | 100.00% |
07.11.2024 | 11.51% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 619'813 | 317'712 | 50'784 CHF | 29'197 CHF | 99.90% | 99.90% |