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 | 12.11% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 651'211 | 336'807 | 50'519 CHF | 29'490 CHF | 100.00% | 100.00% |
19.11.2024 | 11.55% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 619'734 | 320'768 | 50'613 CHF | 29'419 CHF | 99.90% | 99.90% |
18.11.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 728'300 | 375'997 | 50'414 CHF | 29'796 CHF | 99.90% | 99.90% |
15.11.2024 | 12.76% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 691'938 | 358'469 | 50'793 CHF | 29'900 CHF | 100.00% | 100.00% |
14.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 644'365 | 338'103 | 50'263 CHF | 29'776 CHF | 100.00% | 100.00% |
13.11.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 550'598 | 368'638 | 51'260 CHF | 38'736 CHF | 100.00% | 100.00% |
12.11.2024 | 11.70% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 628'408 | 322'027 | 50'573 CHF | 29'118 CHF | 99.61% | 99.61% |
11.11.2024 | 11.21% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 599'611 | 339'047 | 50'500 CHF | 32'399 CHF | 99.91% | 99.91% |
08.11.2024 | 10.13% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 548'764 | 368'087 | 51'457 CHF | 38'701 CHF | 100.00% | 100.00% |
07.11.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'423 | 479'829 | 51'555 CHF | 55'819 CHF | 99.91% | 99.91% |