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 | 11.55% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'604 | 318'678 | 50'480 CHF | 29'184 CHF | 100.00% | 100.00% |
19.11.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 601'847 | 307'568 | 50'843 CHF | 29'055 CHF | 99.89% | 99.89% |
18.11.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 581'255 | 300'000 | 51'488 CHF | 29'584 CHF | 99.91% | 99.91% |
15.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'000 | 300'000 | 51'762 CHF | 30'006 CHF | 100.00% | 100.00% |
14.11.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'129 | 358'322 | 51'223 CHF | 37'242 CHF | 100.00% | 100.00% |
13.11.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 578'833 | 301'598 | 51'506 CHF | 29'863 CHF | 100.00% | 100.00% |
12.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'624 | 497'624 | 49'762 CHF | 54'739 CHF | 99.69% | 99.69% |
11.11.2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 479'904 | 479'904 | 51'834 CHF | 56'633 CHF | 99.88% | 99.88% |
08.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'706 | 495'706 | 50'393 CHF | 55'350 CHF | 100.00% | 100.00% |
07.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'087 | 473'087 | 52'459 CHF | 57'190 CHF | 99.90% | 99.90% |