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 | 11.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 613'600 | 313'350 | 50'508 CHF | 28'914 CHF | 100.00% | 100.00% |
19.11.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'881 | 304'298 | 50'510 CHF | 28'980 CHF | 99.80% | 99.80% |
18.11.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 557'001 | 347'998 | 51'347 CHF | 35'891 CHF | 99.84% | 99.84% |
15.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'850 | 305'734 | 51'595 CHF | 30'605 CHF | 100.00% | 100.00% |
14.11.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'396 | 468'133 | 50'349 CHF | 51'022 CHF | 100.00% | 100.00% |
13.11.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 583'796 | 300'000 | 51'501 CHF | 29'478 CHF | 100.00% | 100.00% |
12.11.2024 | 10.21% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 551'079 | 362'165 | 51'232 CHF | 37'728 CHF | 99.69% | 99.69% |
11.11.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 480'103 | 480'103 | 51'849 CHF | 56'650 CHF | 99.88% | 99.88% |
08.11.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 472'599 | 472'599 | 51'770 CHF | 56'496 CHF | 100.00% | 100.00% |
07.11.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 410'760 | 410'760 | 52'026 CHF | 56'134 CHF | 99.90% | 99.90% |