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 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'442 | 497'442 | 49'913 CHF | 54'888 CHF | 99.37% | 99.37% |
19.11.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 478'864 | 478'865 | 51'578 CHF | 56'366 CHF | 98.57% | 98.57% |
18.11.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'025 | 405'025 | 51'901 CHF | 55'951 CHF | 99.26% | 99.26% |
15.11.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'771 | 405'771 | 51'663 CHF | 55'721 CHF | 99.37% | 99.37% |
14.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 399'271 | 399'272 | 51'821 CHF | 55'814 CHF | 99.39% | 99.39% |
13.11.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 409'389 | 409'388 | 51'562 CHF | 55'655 CHF | 99.39% | 99.39% |
12.11.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 354'087 | 354'086 | 52'459 CHF | 56'000 CHF | 99.07% | 99.07% |
11.11.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 331'388 | 331'388 | 52'115 CHF | 55'429 CHF | 99.23% | 99.23% |
08.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 340'898 | 340'898 | 52'299 CHF | 55'708 CHF | 99.38% | 99.38% |
07.11.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'393 | 309'393 | 51'458 CHF | 54'552 CHF | 99.28% | 99.28% |