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 | 9.16% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'190 | 465'077 | 51'235 CHF | 53'468 CHF | 100.00% | 100.00% |
19.11.2024 | 11.33% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 608'858 | 312'637 | 50'713 CHF | 29'164 CHF | 99.86% | 99.86% |
18.11.2024 | 9.61% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 511'482 | 456'992 | 50'690 CHF | 50'250 CHF | 99.90% | 99.90% |
15.11.2024 | 8.00% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 425'457 | 425'449 | 51'134 CHF | 55'388 CHF | 100.00% | 100.00% |
14.11.2024 | 6.23% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 334'893 | 334'894 | 52'059 CHF | 55'408 CHF | 100.00% | 100.00% |
13.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 339'147 | 339'140 | 52'232 CHF | 55'623 CHF | 100.00% | 100.00% |
12.11.2024 | 3.64% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 196'684 | 196'684 | 53'140 CHF | 55'106 CHF | 99.72% | 99.72% |
11.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'027 | 174'027 | 56'521 CHF | 58'261 CHF | 99.91% | 99.91% |
08.11.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 211'677 | 211'677 | 52'413 CHF | 54'530 CHF | 100.00% | 100.00% |
07.11.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 180'931 | 180'931 | 53'795 CHF | 55'604 CHF | 99.90% | 99.90% |