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 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'761 | 475'254 | 50'904 CHF | 30'885 CHF | 99.38% | 99.38% |
19.11.2024 | 16.54% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'840 | 467'313 | 50'507 CHF | 30'583 CHF | 99.28% | 99.28% |
18.11.2024 | 14.29% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 770'664 | 397'440 | 50'084 CHF | 29'807 CHF | 99.29% | 99.29% |
15.11.2024 | 12.99% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 700'354 | 362'677 | 50'416 CHF | 29'737 CHF | 99.38% | 99.38% |
14.11.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 775'440 | 397'134 | 50'829 CHF | 30'020 CHF | 99.34% | 99.34% |
13.11.2024 | 13.49% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 726'796 | 375'740 | 50'232 CHF | 29'745 CHF | 99.38% | 99.38% |
12.11.2024 | 11.57% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 613'620 | 321'300 | 49'994 CHF | 29'398 CHF | 99.07% | 99.07% |
11.11.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 503'834 | 483'699 | 49'976 CHF | 52'951 CHF | 99.28% | 99.28% |
08.11.2024 | 9.45% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 493'805 | 490'902 | 49'875 CHF | 54'504 CHF | 99.39% | 99.39% |
07.11.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 446'252 | 446'252 | 51'541 CHF | 56'004 CHF | 99.27% | 99.27% |