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 | 13.17% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'167 | 368'922 | 50'596 CHF | 29'864 CHF | 99.81% | 99.81% |
19.11.2024 | 11.20% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 603'159 | 303'159 | 50'834 CHF | 28'577 CHF | 99.71% | 99.71% |
18.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 621'739 | 324'348 | 49'748 CHF | 29'196 CHF | 99.69% | 99.69% |
15.11.2024 | 12.14% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 650'233 | 337'616 | 50'327 CHF | 29'508 CHF | 99.80% | 99.80% |
14.11.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 651'093 | 338'046 | 50'396 CHF | 29'547 CHF | 99.80% | 99.80% |
13.11.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 674'365 | 349'683 | 50'577 CHF | 29'723 CHF | 99.80% | 99.80% |
12.11.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'007 | 321'084 | 49'824 CHF | 29'091 CHF | 99.49% | 99.49% |
11.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 640'767 | 333'902 | 49'973 CHF | 29'378 CHF | 99.70% | 99.70% |
08.11.2024 | 12.27% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 658'084 | 341'542 | 50'354 CHF | 29'550 CHF | 99.81% | 99.81% |
07.11.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 674'141 | 350'204 | 50'487 CHF | 29'729 CHF | 95.69% | 95.69% |