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 | 11.51% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 619'812 | 317'788 | 50'787 CHF | 29'204 CHF | 100.00% | 100.00% |
19.11.2024 | 10.73% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 577'551 | 343'879 | 50'946 CHF | 34'274 CHF | 99.90% | 99.90% |
18.11.2024 | 12.79% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 686'974 | 355'650 | 50'310 CHF | 29'607 CHF | 99.91% | 99.91% |
15.11.2024 | 11.91% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 637'284 | 329'193 | 50'325 CHF | 29'280 CHF | 100.00% | 100.00% |
14.11.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 598'492 | 320'478 | 50'600 CHF | 30'444 CHF | 100.00% | 100.00% |
13.11.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 495'350 | 450'163 | 50'665 CHF | 51'030 CHF | 100.00% | 100.00% |
12.11.2024 | 10.84% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 586'113 | 320'011 | 51'160 CHF | 31'317 CHF | 99.68% | 99.68% |
11.11.2024 | 10.18% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 549'060 | 372'999 | 51'193 CHF | 39'354 CHF | 99.89% | 99.89% |
08.11.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 483'222 | 483'222 | 51'577 CHF | 56'410 CHF | 100.00% | 100.00% |
07.11.2024 | 7.86% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 421'803 | 421'803 | 51'572 CHF | 55'790 CHF | 99.90% | 99.90% |