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 | 10.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'678 | 348'695 | 51'004 CHF | 36'008 CHF | 99.38% | 99.38% |
19.11.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 531'463 | 407'352 | 50'833 CHF | 43'624 CHF | 99.27% | 99.27% |
18.11.2024 | 8.75% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 469'065 | 469'065 | 51'320 CHF | 56'011 CHF | 99.26% | 99.26% |
15.11.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 403'175 | 403'174 | 51'797 CHF | 55'829 CHF | 99.38% | 99.38% |
14.11.2024 | 6.39% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 343'078 | 343'078 | 51'977 CHF | 55'408 CHF | 99.35% | 99.35% |
13.11.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'489 CHF | 54'489 CHF | 99.36% | 99.36% |
12.11.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'333 | 294'333 | 52'173 CHF | 55'116 CHF | 99.09% | 99.09% |
11.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 278'379 | 278'379 | 52'569 CHF | 55'353 CHF | 99.26% | 99.26% |
08.11.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 291'656 | 291'656 | 53'312 CHF | 56'228 CHF | 99.39% | 99.39% |
07.11.2024 | 5.14% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 276'022 | 276'022 | 52'295 CHF | 55'056 CHF | 99.23% | 99.23% |