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 | 8.22% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 437'220 | 437'220 | 51'023 CHF | 55'395 CHF | 99.48% | 99.48% |
19.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 441'543 | 441'541 | 51'628 CHF | 56'043 CHF | 95.65% | 95.65% |
18.11.2024 | 8.54% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 464'485 | 464'461 | 52'099 CHF | 56'741 CHF | 99.17% | 99.17% |
15.11.2024 | 9.34% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 489'986 | 481'442 | 50'067 CHF | 54'085 CHF | 99.35% | 99.35% |
14.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 434'690 | 434'711 | 51'559 CHF | 55'909 CHF | 99.35% | 99.35% |
13.11.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 396'004 | 395'995 | 45'962 CHF | 49'922 CHF | 99.43% | 99.43% |
12.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 213'000 | 213'000 | 215'435 | 215'435 | 25'566 CHF | 27'720 CHF | 98.51% | 98.51% |
11.11.2024 | 8.56% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 232'509 | 232'509 | 26'018 CHF | 28'343 CHF | 99.33% | 99.33% |
08.11.2024 | 10.22% | 0.11 CHF | 0.12 CHF | 238'000 | 238'000 | 279'334 | 167'224 | 25'940 CHF | 17'513 CHF | 99.43% | 99.43% |
07.11.2024 | 9.02% | 0.09 CHF | 0.10 CHF | 288'000 | 150'000 | 246'477 | 226'215 | 26'127 CHF | 26'495 CHF | 99.11% | 99.11% |