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 | 15.96% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 876'321 | 445'075 | 50'527 CHF | 30'108 CHF | 100.00% | 100.00% |
19.11.2024 | 15.60% | 0.08 CHF | 0.09 CHF | 775'000 | 400'000 | 862'095 | 437'160 | 50'987 CHF | 30'231 CHF | 99.90% | 99.90% |
18.11.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'392 | 369'195 | 50'935 CHF | 30'055 CHF | 99.90% | 99.90% |
15.11.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 714'310 | 369'656 | 50'579 CHF | 29'873 CHF | 100.00% | 100.00% |
14.11.2024 | 13.64% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 744'324 | 383'294 | 50'801 CHF | 30'012 CHF | 100.00% | 100.00% |
13.11.2024 | 17.15% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 942'859 | 467'752 | 50'319 CHF | 29'704 CHF | 100.00% | 100.00% |
12.11.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 784'919 | 400'161 | 50'705 CHF | 29'876 CHF | 99.65% | 99.65% |
11.11.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 794'906 | 407'155 | 50'890 CHF | 30'151 CHF | 99.91% | 99.91% |
08.11.2024 | 15.12% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 828'787 | 418'960 | 50'709 CHF | 29'835 CHF | 100.00% | 100.00% |
07.11.2024 | 15.85% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 871'960 | 444'328 | 50'658 CHF | 30'253 CHF | 99.89% | 99.89% |