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 | 8.43% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 450'558 | 450'559 | 51'216 CHF | 55'722 CHF | 99.39% | 99.39% |
19.11.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 381'078 | 381'080 | 52'415 CHF | 56'226 CHF | 99.28% | 99.28% |
18.11.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 455'412 | 455'412 | 51'616 CHF | 56'170 CHF | 99.28% | 99.28% |
15.11.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'320 | 423'320 | 51'250 CHF | 55'483 CHF | 99.37% | 99.37% |
14.11.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'889 | 405'885 | 51'789 CHF | 55'847 CHF | 99.38% | 99.38% |
13.11.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 314'948 | 314'948 | 51'615 CHF | 54'765 CHF | 99.38% | 99.38% |
12.11.2024 | 6.27% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 340'943 | 339'832 | 52'704 CHF | 55'969 CHF | 99.02% | 99.02% |
11.11.2024 | 11.62% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 628'101 | 324'428 | 50'933 CHF | 29'547 CHF | 99.26% | 99.26% |
08.11.2024 | 10.71% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 576'932 | 334'732 | 50'954 CHF | 33'302 CHF | 99.38% | 99.38% |
07.11.2024 | 12.21% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 657'583 | 357'934 | 50'547 CHF | 31'515 CHF | 99.27% | 99.27% |