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 | 12.07% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 642'545 | 334'655 | 50'005 CHF | 29'389 CHF | 99.39% | 99.39% |
19.11.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 616'121 | 320'021 | 49'762 CHF | 29'039 CHF | 97.47% | 97.47% |
18.11.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 607'948 | 307'785 | 50'722 CHF | 28'745 CHF | 99.28% | 99.28% |
15.11.2024 | 12.04% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 642'445 | 333'263 | 50'130 CHF | 29'332 CHF | 99.38% | 99.38% |
14.11.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 563'635 | 326'581 | 51'323 CHF | 33'247 CHF | 99.39% | 99.39% |
13.11.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 559'955 | 349'205 | 51'102 CHF | 35'809 CHF | 99.37% | 99.37% |
12.11.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'953 | 320'459 | 49'744 CHF | 29'078 CHF | 99.07% | 99.07% |
11.11.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 612'101 | 312'097 | 50'454 CHF | 28'833 CHF | 99.25% | 99.25% |
08.11.2024 | 11.52% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 612'066 | 314'172 | 50'105 CHF | 28'846 CHF | 99.39% | 99.39% |
07.11.2024 | 12.12% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 649'244 | 337'729 | 50'299 CHF | 29'545 CHF | 99.26% | 99.26% |